Principal Amount† | | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: 34.1% | |
| | Australia: 0.2% |
92,000 | (1) | CSL Finance PLC, 4.050%, 04/27/2029 | $ | 92,721 | 0.0 |
152,000 | (1) | CSL Finance PLC, 4.250%, 04/27/2032 | | 154,378 | 0.1 |
39,000 | (1) | CSL Finance PLC, 4.625%, 04/27/2042 | | 39,082 | 0.0 |
68,000 | (1) | CSL Finance PLC, 4.750%, 04/27/2052 | | 68,687 | 0.0 |
30,000 | (1) | CSL Finance PLC, 4.950%, 04/27/2062 | | 30,732 | 0.0 |
15,000 | | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | | 11,515 | 0.0 |
336,000 | (1) | Santos Finance Ltd., 3.649%, 04/29/2031 | | 291,203 | 0.1 |
54,000 | | Westpac Banking Corp., 1.953%, 11/20/2028 | | 48,483 | 0.0 |
| | | 736,801 | 0.2 |
| | | | |
| | Belgium: 0.2% |
228,000 | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | 230,160 | 0.1 |
286,000 | | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | | 301,390 | 0.1 |
| | | 531,550 | 0.2 |
| | | | |
| | Bermuda: 0.1% |
188,000 | (1) | Triton Container International Ltd., 3.150%, 06/15/2031 | | 153,054 | 0.1 |
141,000 | | XLIT Ltd., 5.500%, 03/31/2045 | | 150,260 | 0.0 |
| | | 303,314 | 0.1 |
| | | | |
| | Brazil: 0.5% |
250,000 | (1) | Klabin Austria GmbH, 3.200%, 01/12/2031 | | 204,578 | 0.1 |
300,000 | (1) | Klabin Austria GmbH, 5.750%, 04/03/2029 | | 301,966 | 0.1 |
400,000 | (1) | Natura Cosmeticos SA, 4.125%, 05/03/2028 | | 339,516 | 0.1 |
250,000 | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | 240,563 | 0.1 |
400,000 | | Vale Overseas Ltd., 3.750%, 07/08/2030 | | 366,388 | 0.1 |
| | | 1,453,011 | 0.5 |
| | | | |
| | Canada: 0.7% |
230,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | | 200,410 | 0.1 |
370,000 | (2) | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | | 345,879 | 0.1 |
97,000 | | Brookfield Finance LLC, 3.450%, 04/15/2050 | | 71,273 | 0.0 |
324,000 | | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | | 321,161 | 0.1 |
200,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | 180,229 | 0.1 |
105,000 | | Cenovus Energy, Inc., 5.400%, 06/15/2047 | | 104,407 | 0.0 |
220,000 | | Fortis, Inc./Canada, 3.055%, 10/04/2026 | | 210,140 | 0.1 |
225,000 | (1) | Open Text Holdings, Inc., 4.125%, 12/01/2031 | | 200,563 | 0.1 |
52,000 | (1) | Rogers Communications, Inc., 3.800%, 03/15/2032 | | 50,389 | 0.0 |
88,000 | | Teck Resources Ltd., 5.400%, 02/01/2043 | | 81,657 | 0.0 |
129,000 | | Teck Resources Ltd., 6.000%, 08/15/2040 | | 128,402 | 0.1 |
70,000 | | Toronto-Dominion Bank/The, 2.800%, 03/10/2027 | | 67,048 | 0.0 |
| | | 1,961,558 | 0.7 |
| | | | |
| | Chile: 0.4% |
300,000 | (1),(3) | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | 279,996 | 0.1 |
325,000 | (1) | Colbun SA, 3.150%, 03/06/2030 | | 282,347 | 0.1 |
300,000 | (1) | Reliance Industries Ltd., 3.625%, 01/12/2052 | | 228,680 | 0.0 |
250,000 | (1) | Reliance Industries Ltd., 3.667%, 11/30/2027 | | 245,214 | 0.1 |
300,000 | (1) | Summit Digitel Infrastructure Ltd., 2.875%, 08/12/2031 | | 233,944 | 0.1 |
| | | | 1,495,796 | 0.5 |
| | | | | |
| | Indonesia: 0.8% |
200,000 | (1) | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | 187,585 | 0.1 |
350,000 | (1) | Pertamina Persero PT, 2.300%, 02/09/2031 | | 290,637 | 0.1 |
400,000 | | Pertamina Persero PT, 3.100%, 08/27/2030 | | 357,165 | 0.1 |
225,000 | (1) | Pertamina Persero PT, 3.650%, 07/30/2029 | | 211,594 | 0.1 |
750,000 | (1) | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | | 690,949 | 0.2 |
425,000 | (1) | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | | 429,628 | 0.1 |
225,000 | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | | 229,731 | 0.1 |
| | | | 2,397,289 | 0.8 |
| | | | | |
| | Israel: 0.5% |
600,000 | | Bank Hapoalim, 3.255%, 01/21/2032 | | 516,139 | 0.2 |
575,000 | (1) | Israel Electric Corp. Ltd., 3.750%, 02/22/2032 | | 530,598 | 0.2 |
200,000 | | Teva Pharmaceutical Finance Netherlands III BV, 4.750%, 05/09/2027 | | 192,000 | 0.1 |
200,000 | (3) | Teva Pharmaceutical Finance Netherlands III BV, 5.125%, 05/09/2029 | | 183,992 | 0.0 |
| | | | 1,422,729 | 0.5 |
| | | | | |
| | Italy: 0.1% |
250,000 | | Telecom Italia Capital SA, 7.721%, 06/04/2038 | | 208,169 | 0.1 |
| | | | | |
| | Japan: 0.4% |
255,000 | (1),(3) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | | 250,894 | 0.1 |
200,000 | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | | 194,233 | 0.1 |
766,000 | | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | | 762,218 | 0.2 |
107,000 | (1) | Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027 | | 102,182 | 0.0 |
| | | | 1,309,527 | 0.4 |
| | | | | |
| | Kazakhstan: 0.3% |
200,000 | (1) | Development Bank of Kazakhstan JSC, 2.950%, 05/06/2031 | | 148,978 | 0.0 |
325,000 | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | | 295,483 | 0.1 |
275,000 | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | | 253,238 | 0.1 |
325,000 | (1) | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | | 238,875 | 0.1 |
| | | | 936,574 | 0.3 |
| | | | | |
| | Kuwait: 0.1% |
200,000 | (1) | Equate Petrochemical BV, 2.625%, 04/28/2028 | | 179,740 | 0.0 |
200,000 | (1),(2) | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | | 187,626 | 0.1 |
| | | | 367,366 | 0.1 |
| | | | | |
| | Malaysia: 0.2% |
200,000 | (1) | Genm Capital Labuan Ltd., 3.882%, 04/19/2031 | | 153,460 | 0.0 |
500,000 | (1) | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | | 478,392 | 0.2 |
| | | | 631,852 | 0.2 |
| | | | | |
| | Mexico: 0.9% |
350,000 | (1) | Alpek SAB de CV, 3.250%, 02/25/2031 | | 291,884 | 0.1 |
300,000 | (1) | Alpek SAB de CV, 4.250%, 09/18/2029 | | 275,544 | 0.1 |
200,000 | (1),(2) | Cemex SAB de CV, 5.125%, 12/31/2199 | | 167,448 | 0.1 |
675,000 | (1) | Cemex SAB de CV, 5.200%, 09/17/2030 | | 608,978 | 0.2 |
400,000 | (1) | Comision Federal de Electricidad, 4.677%, 02/09/2051 | | 287,552 | 0.1 |
925,000 | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | 720,853 | 0.2 |
387,000 | | Petroleos Mexicanos, 6.700%, 02/16/2032 | | 311,117 | 0.1 |
| | | | 2,663,376 | 0.9 |
| | | | | |
| | MULTI: 0.0% |
50,000 | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | | 35,901 | 0.0 |
| | | | | |
| | Netherlands: 0.5% |
250,000 | (1),(2) | Cooperatieve Rabobank UA, 3.758%, 04/06/2033 | | 231,227 | 0.1 |
250,000 | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | 251,015 | 0.1 |
355,000 | | ING Groep NV, 4.050%, 04/09/2029 | | 341,825 | 0.1 |
323,000 | | Shell International Finance BV, 3.875%, 11/13/2028 | | 328,147 | 0.1 |
231,000 | | Shell International Finance BV, 4.000%, 05/10/2046 | | 214,395 | 0.0 |
290,000 | (1) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | | 275,160 | 0.1 |
| | | | 1,641,769 | 0.5 |
| | | | | |
| | New Zealand: 0.1% |
200,000 | (1),(2) | ASB Bank Ltd., 5.284%, 06/17/2032 | | 200,290 | 0.1 |
| | | | | |
| | Norway: 0.0% |
56,000 | | Equinor ASA, 3.125%, 04/06/2030 | | 54,044 | 0.0 |
| | Panama: 0.3% |
500,000 | (1) | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | | 411,098 | 0.2 |
500,000 | (1) | Banco Nacional de Panama, 2.500%, 08/11/2030 | | 401,535 | 0.1 |
| | | | 812,633 | 0.3 |
| | | | | |
| | Peru: 0.6% |
450,000 | (1) | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | | 413,382 | 0.1 |
300,000 | (1) | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | | 251,560 | 0.1 |
225,000 | | Inkia Energy Ltd., 5.875%, 11/09/2027 | | 208,816 | 0.1 |
675,000 | (1) | InRetail Consumer, 3.250%, 03/22/2028 | | 561,337 | 0.2 |
375,000 | (1) | Petroleos del Peru SA, 4.750%, 06/19/2032 | | 301,033 | 0.1 |
| | | | 1,736,128 | 0.6 |
| | | | | |
| | Qatar: 0.2% |
275,000 | (1) | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | | 248,315 | 0.1 |
400,000 | (1) | Qatar Energy, 3.125%, 07/12/2041 | | 338,869 | 0.1 |
| | | | 587,184 | 0.2 |
| | | | | |
| | Russia: 0.3% |
300,000 | (1),(4) | Credit Bank of Moscow Via CBOM Finance PLC, 3.875%, 09/21/2026 | | 67,500 | 0.0 |
250,000 | (1) | Evraz PLC, 5.250%, 04/02/2024 | | 131,531 | 0.0 |
500,000 | (1) | Gazprom PJSC via Gaz Finance PLC, 2.950%, 01/27/2029 | | 205,000 | 0.1 |
450,000 | (1) | Gazprom PJSC via Gaz Finance PLC, 3.250%, 02/25/2030 | | 193,500 | 0.1 |
325,000 | (1),(2) | Gazprom PJSC via Gaz Finance PLC, 4.599%, 12/31/2199 | | 82,875 | 0.0 |
400,000 | (1) | Lukoil Capital DAC, 3.600%, 10/26/2031 | | 218,000 | 0.1 |
300,000 | (1),(4) | Sibur Securities DAC, 2.950%, 07/08/2025 | | 98,766 | 0.0 |
| | | | 997,172 | 0.3 |
| | | | | |
| | Saudi Arabia: 0.1% |
325,000 | (1) | EIG Pearl Holdings Sarl, 3.545%, 08/31/2036 | | 284,662 | 0.1 |
200,000 | (1) | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | | 157,199 | 0.0 |
| | | | 441,861 | 0.1 |
| | | | | |
| | South Africa: 0.2% |
400,000 | | AngloGold Ashanti Holdings PLC, 3.375%, 11/01/2028 | | 348,180 | 0.1 |
300,000 | (1) | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | 302,112 | 0.1 |
| | | | 650,292 | 0.2 |
| | | | | |
| | South Korea: 0.4% |
275,000 | (1) | Kookmin Bank, 2.500%, 11/04/2030 | | 236,227 | 0.1 |
300,000 | (1),(2) | Kookmin Bank, 4.350%, 12/31/2199 | | 288,558 | 0.1 |
225,000 | (1) | POSCO, 4.375%, 08/04/2025 | | 225,349 | 0.1 |
225,000 | (1) | POSCO, 4.500%, 08/04/2027 | | 224,373 | 0.1 |
200,000 | (1),(2) | Shinhan Financial Group Co. Ltd., 2.875%, 12/31/2199 | | 171,000 | 0.0 |
| | | | 1,145,507 | 0.4 |
| | | | | |
| | Spain: 0.1% |
200,000 | (2) | Banco Santander SA, 3.225%, 11/22/2032 | | 158,012 | 0.1 |
| | | | | |
| | Switzerland: 1.0% |
456,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | | 459,420 | 0.1 |
250,000 | | Credit Suisse AG/New York NY, 3.700%, 02/21/2025 | | 246,672 | 0.1 |
1,000,000 | (1),(2) | Credit Suisse Group AG, 2.997%, 12/14/2023 | | 994,418 | 0.3 |
47,000 | (1) | Swiss Re Treasury US Corp., 4.250%, 12/06/2042 | | 45,298 | 0.0 |
604,000 | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | | 604,723 | 0.2 |
500,000 | (1),(2) | UBS Group AG, 1.008%, 07/30/2024 | | 485,853 | 0.2 |
206,000 | (1),(2) | UBS Group AG, 4.751%, 05/12/2028 | | 206,454 | 0.1 |
| | | | 3,042,838 | 1.0 |
| | | | | |
| | Thailand: 0.3% |
500,000 | (1),(2) | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | | 468,145 | 0.1 |
450,000 | (1) | GC Treasury Center Co. Ltd., 2.980%, 03/18/2031 | | 380,142 | 0.1 |
200,000 | (1) | GC Treasury Center Co. Ltd., 4.400%, 03/30/2032 | | 186,669 | 0.1 |
| | | | 1,034,956 | 0.3 |
| | | | | |
| | United Arab Emirates: 0.3% |
300,000 | | DP World Crescent Ltd., 4.848%, 09/26/2028 | | 304,100 | 0.1 |
336,301 | (1) | Galaxy Pipeline Assets Bidco Ltd., 2.160%, 03/31/2034 | | 293,972 | 0.1 |
294,783 | (1) | Galaxy Pipeline Assets Bidco Ltd., 2.940%, 09/30/2040 | | 248,455 | 0.1 |
| | | | 846,527 | 0.3 |
| | | | | |
| | United Kingdom: 1.3% |
600,000 | (1) | Anglo American Capital PLC, 3.625%, 09/11/2024 | | 590,700 | 0.2 |
128,000 | | BAT Capital Corp., 2.259%, 03/25/2028 | | 109,795 | 0.0 |
199,000 | | BAT International Finance PLC, 4.448%, 03/16/2028 | | 190,692 | 0.1 |
217,000 | (2) | HSBC Holdings PLC, 2.999%, 03/10/2026 | | 209,060 | 0.1 |
500,000 | (2) | HSBC Holdings PLC, 3.803%, 03/11/2025 | | 493,964 | 0.1 |
218,000 | (2) | HSBC Holdings PLC, 4.755%, 06/09/2028 | | 216,712 | 0.1 |
316,000 | (2) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | 314,796 | 0.1 |
240,000 | (1) | LSEGA Financing PLC, 3.200%, 04/06/2041 | | 197,558 | 0.1 |
200,000 | (2) | NatWest Group PLC, 4.519%, 06/25/2024 | | 199,638 | 0.1 |
750,000 | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | 689,987 | 0.2 |
458,000 | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | 406,477 | 0.1 |
115,000 | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | 85,107 | 0.0 |
245,000 | (1) | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | 222,014 | 0.1 |
| | | | 3,926,500 | 1.3 |
| | | | | |
| | United States: 21.5% |
107,000 | | AbbVie, Inc., 3.200%, 11/21/2029 | | 102,206 | 0.0 |
750,000 | | AbbVie, Inc., 3.800%, 03/15/2025 | | 752,556 | 0.3 |
33,000 | | AbbVie, Inc., 4.050%, 11/21/2039 | | 31,298 | 0.0 |
323,000 | | AbbVie, Inc., 4.300%, 05/14/2036 | | 321,568 | 0.1 |
225,000 | (1) | ADT Security Corp./The, 4.125%, 08/01/2029 | | 203,011 | 0.1 |
289,000 | | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | | 271,762 | 0.1 |
115,000 | | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | | 117,102 | 0.0 |
77,000 | | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | | 78,578 | 0.0 |
381,000 | (1) | AEP Texas, Inc., 3.850%, 10/01/2025 | | 381,217 | 0.1 |
27,000 | | Albemarle Corp., 5.050%, 06/01/2032 | | 27,098 | 0.0 |
27,000 | | Albemarle Corp., 5.650%, 06/01/2052 | | 27,228 | 0.0 |
230,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | | 201,902 | 0.1 |
13,000 | | Alleghany Corp., 3.250%, 08/15/2051 | | 9,909 | 0.0 |
99,000 | | Alleghany Corp., 3.625%, 05/15/2030 | | 95,683 | 0.0 |
3,000 | | Alleghany Corp., 4.900%, 09/15/2044 | | 3,005 | 0.0 |
72,000 | (1) | Alliant Energy Finance LLC, 3.600%, 03/01/2032 | | 68,241 | 0.0 |
235,000 | (1) | Allison Transmission, Inc., 3.750%, 01/30/2031 | | 203,274 | 0.1 |
193,000 | | Altria Group, Inc., 4.500%, 05/02/2043 | | 148,287 | 0.1 |
119,000 | | Altria Group, Inc., 4.800%, 02/14/2029 | | 118,350 | 0.0 |
101,000 | | Amazon.com, Inc., 2.100%, 05/12/2031 | | 90,984 | 0.0 |
326,000 | | Amazon.com, Inc., 2.875%, 05/12/2041 | | 275,364 | 0.1 |
114,000 | (3) | Amazon.com, Inc., 3.600%, 04/13/2032 | | 115,503 | 0.0 |
53,000 | | Amazon.com, Inc., 3.950%, 04/13/2052 | | 51,608 | 0.0 |
50,000 | | Amazon.com, Inc., 4.100%, 04/13/2062 | | 48,591 | 0.0 |
91,000 | | Amcor Flexibles North America, Inc., 4.000%, 05/17/2025 | | 90,743 | 0.0 |
267,706 | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | | 238,963 | 0.1 |
195,020 | | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | | 155,707 | 0.1 |
44,520 | | American Airlines 2016-2 Class A Pass Through Trust, 3.650%, 12/15/2029 | | 34,948 | 0.0 |
97,835 | | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | | 81,674 | 0.0 |
513,000 | | American Airlines 2021-1 Class A Pass Through Trust, 2.875%, 01/11/2036 | | 440,944 | 0.2 |
87,000 | | American Electric Power Co., Inc., 3.250%, 03/01/2050 | | 65,384 | 0.0 |
74,000 | (2) | American Electric Power Co., Inc., 3.875%, 02/15/2062 | | 62,640 | 0.0 |
265,000 | (2) | American Express Co., 4.420%, 08/03/2033 | | 269,850 | 0.1 |
68,000 | | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | | 61,760 | 0.0 |
50,000 | | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | | 41,859 | 0.0 |
448,000 | | American International Group, Inc., 4.750%, 04/01/2048 | | 437,256 | 0.1 |
603,000 | | American Tower Corp., 2.750%, 01/15/2027 | | 565,466 | 0.2 |
72,000 | | American Tower Corp., 3.650%, 03/15/2027 | | 70,287 | 0.0 |
98,000 | (1) | American Transmission Systems, Inc., 2.650%, 01/15/2032 | | 86,050 | 0.0 |
184,000 | | AmerisourceBergen Corp., 3.450%, 12/15/2027 | | 181,199 | 0.1 |
87,000 | | Amgen, Inc., 2.000%, 01/15/2032 | | 74,507 | 0.0 |
92,000 | | Amgen, Inc., 3.200%, 11/02/2027 | | 90,418 | 0.0 |
245,000 | (1) | ANGI Group LLC, 3.875%, 08/15/2028 | | 200,056 | 0.1 |
135,000 | (1),(3) | Antero Resources Corp., 5.375%, 03/01/2030 | | 132,836 | 0.0 |
390,000 | | Apache Corp., 5.100%, 09/01/2040 | | 347,757 | 0.1 |
271,000 | | Apple, Inc., 2.650%, 02/08/2051 | | 211,990 | 0.1 |
93,000 | | Apple, Inc., 2.850%, 08/05/2061 | | 72,420 | 0.0 |
210,000 | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | 183,387 | 0.1 |
43,000 | | AT&T, Inc., 3.650%, 09/15/2059 | | 33,561 | 0.0 |
76,000 | | Avnet, Inc., 5.500%, 06/01/2032 | | 76,131 | 0.0 |
368,000 | (2) | Bank of America Corp., 1.197%, 10/24/2026 | | 333,924 | 0.1 |
366,000 | (2) | Bank of America Corp., 1.734%, 07/22/2027 | | 332,209 | 0.1 |
126,000 | (2) | Bank of America Corp., 1.898%, 07/23/2031 | | 104,277 | 0.0 |
146,000 | (2) | Bank of America Corp., 2.087%, 06/14/2029 | | 129,020 | 0.0 |
74,000 | (2) | Bank of America Corp., 2.299%, 07/21/2032 | | 62,173 | 0.0 |
175,000 | (2) | Bank of America Corp., 2.572%, 10/20/2032 | | 150,120 | 0.1 |
359,000 | (2) | Bank of America Corp., 2.687%, 04/22/2032 | | 312,628 | 0.1 |
250,000 | (2) | Bank of America Corp., 3.458%, 03/15/2025 | | 247,280 | 0.1 |
390,000 | (2) | Bank of America Corp., 3.846%, 03/08/2037 | | 352,840 | 0.1 |
465,000 | (2) | Bank of America Corp., 3.864%, 07/23/2024 | | 464,010 | 0.2 |
155,000 | (2) | Bank of America Corp., 4.083%, 03/20/2051 | | 140,913 | 0.1 |
97,000 | (2) | Bank of America Corp., 4.330%, 03/15/2050 | | 92,674 | 0.0 |
20,000 | (2) | Bank of America Corp., 4.571%, 04/27/2033 | | 20,154 | 0.0 |
134,000 | (2) | Bank of America Corp., 5.015%, 07/22/2033 | | 139,860 | 0.1 |
150,000 | (2),(3) | Bank of New York Mellon Corp./The, 4.289%, 06/13/2033 | | 153,633 | 0.1 |
425,000 | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | | 386,310 | 0.1 |
65,000 | | Baxter International, Inc., 1.915%, 02/01/2027 | | 60,011 | 0.0 |
43,000 | | Baxter International, Inc., 3.132%, 12/01/2051 | | 32,765 | 0.0 |
80,000 | (1) | Berkshire Hathaway Energy Co., 4.600%, 05/01/2053 | | 80,688 | 0.0 |
552,000 | | Berry Global, Inc., 1.650%, 01/15/2027 | | 489,794 | 0.2 |
161,000 | (1) | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | | 112,985 | 0.0 |
448,000 | | Boeing Co/The, 3.625%, 02/01/2031 | | 411,367 | 0.1 |
88,000 | | Boeing Co/The, 5.150%, 05/01/2030 | | 88,926 | 0.0 |
43,000 | | BP Capital Markets America, Inc., 3.000%, 02/24/2050 | | 33,195 | 0.0 |
116,000 | | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | | 105,635 | 0.0 |
215,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | 199,465 | 0.1 |
115,000 | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | 108,894 | 0.0 |
141,000 | | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | | 144,223 | 0.1 |
119,000 | (2) | Capital One Financial Corp., 1.878%, 11/02/2027 | | 106,245 | 0.0 |
93,000 | (2) | Capital One Financial Corp., 3.273%, 03/01/2030 | | 84,288 | 0.0 |
65,000 | (2) | Capital One Financial Corp., 4.927%, 05/10/2028 | | 65,687 | 0.0 |
107,000 | (2) | Capital One Financial Corp., 5.247%, 07/26/2030 | | 108,501 | 0.0 |
21,000 | (2) | Capital One Financial Corp., 5.268%, 05/10/2033 | | 21,383 | 0.0 |
47,000 | (1) | Cargill, Inc., 2.125%, 04/23/2030 | | 41,778 | 0.0 |
117,000 | (1) | Cargill, Inc., 2.125%, 11/10/2031 | | 102,123 | 0.0 |
42,000 | (1) | Cargill, Inc., 4.375%, 04/22/2052 | | 42,465 | 0.0 |
188,000 | | CBRE Services, Inc., 2.500%, 04/01/2031 | | 155,953 | 0.1 |
230,000 | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | | 198,100 | 0.1 |
135,000 | | Centene Corp., 4.625%, 12/15/2029 | | 133,369 | 0.0 |
99,000 | | CenterPoint Energy, Inc., 4.250%, 11/01/2028 | | 97,951 | 0.0 |
185,000 | | Central Garden & Pet Co., 4.125%, 10/15/2030 | | 160,619 | 0.1 |
89,000 | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | | 75,979 | 0.0 |
104,000 | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 | | 76,000 | 0.0 |
399,000 | | Chevron USA, Inc., 3.250%, 10/15/2029 | | 390,269 | 0.1 |
67,000 | | Chubb INA Holdings, Inc., 2.850%, 12/15/2051 | | 50,968 | 0.0 |
28,000 | | Chubb INA Holdings, Inc., 3.050%, 12/15/2061 | | 20,998 | 0.0 |
460,000 | | Cigna Corp., 3.050%, 10/15/2027 | | 443,847 | 0.2 |
246,000 | | Cigna Corp., 3.200%, 03/15/2040 | | 206,892 | 0.1 |
49,000 | | Cigna Corp., 3.400%, 03/15/2050 | | 40,163 | 0.0 |
250,000 | | Cigna Corp., 4.500%, 02/25/2026 | | 257,584 | 0.1 |
343,000 | | Cigna Corp., 4.800%, 08/15/2038 | | 350,454 | 0.1 |
281,000 | | Citigroup, Inc., 4.125%, 07/25/2028 | | 279,897 | 0.1 |
491,000 | | Citigroup, Inc., 5.500%, 09/13/2025 | | 512,345 | 0.2 |
296,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | 282,524 | 0.1 |
460,000 | | Comcast Corp., 2.350%, 01/15/2027 | | 440,716 | 0.2 |
193,000 | | Comcast Corp., 3.750%, 04/01/2040 | | 177,896 | 0.1 |
368,000 | | Comcast Corp., 4.150%, 10/15/2028 | | 377,576 | 0.1 |
103,000 | | Comcast Corp., 4.250%, 01/15/2033 | | 105,515 | 0.0 |
80,000 | | Comcast Corp., 5.650%, 06/15/2035 | | 91,055 | 0.0 |
240,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | | 197,952 | 0.1 |
123,000 | | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | | 119,792 | 0.0 |
236,000 | (1) | Corebridge Financial, Inc., 3.850%, 04/05/2029 | | 224,346 | 0.1 |
239,000 | (1) | Corebridge Financial, Inc., 3.900%, 04/05/2032 | | 222,634 | 0.1 |
19,000 | (1) | Corebridge Financial, Inc., 4.350%, 04/05/2042 | | 16,669 | 0.0 |
15,000 | (1) | Corebridge Financial, Inc., 4.400%, 04/05/2052 | | 12,995 | 0.0 |
425,000 | (1) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | | 408,665 | 0.1 |
51,000 | | Crown Castle International Corp., 2.900%, 03/15/2027 | | 48,424 | 0.0 |
61,000 | | Crown Castle International Corp., 4.150%, 07/01/2050 | | 52,831 | 0.0 |
200,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | | 162,121 | 0.1 |
43,000 | | CSX Corp., 4.100%, 11/15/2032 | | 43,615 | 0.0 |
85,000 | | CSX Corp., 4.500%, 11/15/2052 | | 84,778 | 0.0 |
81,000 | | CSX Corp., 4.500%, 08/01/2054 | | 79,094 | 0.0 |
122,000 | | Cummins, Inc., 1.500%, 09/01/2030 | | 103,505 | 0.0 |
152,000 | | CVS Health Corp., 1.750%, 08/21/2030 | | 127,843 | 0.0 |
224,000 | | CVS Health Corp., 3.250%, 08/15/2029 | | 211,646 | 0.1 |
193,000 | | CVS Health Corp., 4.125%, 04/01/2040 | | 178,215 | 0.1 |
15,000 | | CVS Health Corp., 5.050%, 03/25/2048 | | 15,271 | 0.0 |
265,000 | (3) | Dana, Inc., 5.625%, 06/15/2028 | | 247,076 | 0.1 |
220,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | | 180,820 | 0.1 |
176,000 | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | 187,114 | 0.1 |
146,428 | | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | | 142,959 | 0.1 |
173,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | 170,968 | 0.1 |
275,000 | | Discovery Communications LLC, 5.300%, 05/15/2049 | | 245,720 | 0.1 |
225,000 | | DISH DBS Corp., 5.125%, 06/01/2029 | | 147,375 | 0.1 |
32,000 | | Dollar General Corp., 3.500%, 04/03/2030 | | 30,635 | 0.0 |
239,000 | (2) | Dominion Energy, Inc., 4.350%, 12/31/2199 | | 218,684 | 0.1 |
139,000 | (2) | Dominion Energy, Inc., 4.650%, 12/31/2199 | | 129,965 | 0.0 |
26,000 | | Dow Chemical Co., 5.550%, 11/30/2048 | | 27,442 | 0.0 |
305,000 | | DTE Electric Co., 2.250%, 03/01/2030 | | 275,885 | 0.1 |
112,000 | | DTE Electric Co., 4.300%, 07/01/2044 | | 108,954 | 0.0 |
230,000 | | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | | 225,992 | 0.1 |
3,000 | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | | 2,627 | 0.0 |
12,000 | | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | | 10,582 | 0.0 |
12,000 | | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | | 10,865 | 0.0 |
3,000 | | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | | 2,881 | 0.0 |
921,000 | | Duke Energy Corp., 2.650%, 09/01/2026 | | 883,490 | 0.3 |
107,000 | | Duke Energy Florida LLC, 2.400%, 12/15/2031 | | 95,190 | 0.0 |
14,000 | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | 13,243 | 0.0 |
207,000 | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | 165,915 | 0.1 |
3,000 | | Duke Energy Progress LLC, 4.100%, 03/15/2043 | | 2,824 | 0.0 |
92,000 | | DXC Technology Co., 1.800%, 09/15/2026 | | 82,932 | 0.0 |
88,000 | | DXC Technology Co., 2.375%, 09/15/2028 | | 76,933 | 0.0 |
41,000 | | Ecolab, Inc., 2.750%, 08/18/2055 | | 30,439 | 0.0 |
230,000 | (1) | Element Solutions, Inc., 3.875%, 09/01/2028 | | 212,879 | 0.1 |
29,000 | | Elevance Health, Inc., 2.550%, 03/15/2031 | | 26,050 | 0.0 |
194,000 | | Elevance Health, Inc., 3.700%, 09/15/2049 | | 169,470 | 0.1 |
59,000 | | Elevance Health, Inc., 4.100%, 05/15/2032 | | 59,647 | 0.0 |
134,000 | | Energy Transfer L.P., 4.250%, 04/01/2024 | | 134,087 | 0.0 |
969,000 | | Energy Transfer L.P., 4.900%, 02/01/2024 | | 977,073 | 0.3 |
387,000 | | Energy Transfer L.P., 5.400%, 10/01/2047 | | 356,416 | 0.1 |
286,000 | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | | 287,444 | 0.1 |
55,000 | | Entergy Arkansas LLC, 4.200%, 04/01/2049 | | 52,904 | 0.0 |
180,000 | | Entergy Corp., 2.800%, 06/15/2030 | | 159,283 | 0.1 |
135,000 | | Essential Utilities, Inc., 2.704%, 04/15/2030 | | 120,937 | 0.0 |
125,000 | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | | 100,890 | 0.0 |
74,000 | | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | | 69,015 | 0.0 |
106,000 | | Eversource Energy, 1.400%, 08/15/2026 | | 96,088 | 0.0 |
122,000 | | Eversource Energy, 2.900%, 03/01/2027 | | 117,362 | 0.0 |
72,000 | | Eversource Energy, 3.375%, 03/01/2032 | | 67,525 | 0.0 |
126,000 | | Extra Space Storage L.P., 2.350%, 03/15/2032 | | 102,330 | 0.0 |
66,000 | | Exxon Mobil Corp., 2.995%, 08/16/2039 | | 56,525 | 0.0 |
153,000 | | Exxon Mobil Corp., 3.452%, 04/15/2051 | | 132,521 | 0.0 |
64,000 | | FedEx Corp., 4.050%, 02/15/2048 | | 56,297 | 0.0 |
61,000 | | FedEx Corp., 5.250%, 05/15/2050 | | 63,707 | 0.0 |
291,000 | | Fiserv, Inc., 3.200%, 07/01/2026 | | 283,492 | 0.1 |
39,000 | | Florida Power & Light Co., 2.875%, 12/04/2051 | | 30,928 | 0.0 |
108,000 | | Florida Power & Light Co., 4.125%, 02/01/2042 | | 105,150 | 0.0 |
184,000 | | FMC Corp., 3.200%, 10/01/2026 | | 177,683 | 0.1 |
200,000 | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | | 194,719 | 0.1 |
48,000 | | Fortune Brands Home & Security, Inc., 4.000%, 03/25/2032 | | 44,100 | 0.0 |
260,000 | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | | 244,045 | 0.1 |
320,000 | (1) | Gap, Inc./The, 3.875%, 10/01/2031 | | 232,253 | 0.1 |
185,000 | (1) | GCI LLC, 4.750%, 10/15/2028 | | 168,845 | 0.1 |
285,000 | | General Dynamics Corp., 3.500%, 04/01/2027 | | 287,141 | 0.1 |
45,000 | | General Electric Co., 6.750%, 03/15/2032 | | 52,426 | 0.0 |
284,000 | | General Mills, Inc., 2.875%, 04/15/2030 | | 262,467 | 0.1 |
57,000 | | General Motors Co., 5.400%, 10/15/2029 | | 57,026 | 0.0 |
129,000 | | General Motors Co., 5.600%, 10/15/2032 | | 128,956 | 0.0 |
46,000 | | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | | 46,109 | 0.0 |
344,000 | | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | | 351,192 | 0.1 |
28,000 | | Georgia Power Co., 5.125%, 05/15/2052 | | 29,587 | 0.0 |
200,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | | 201,530 | 0.1 |
230,000 | (1) | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | | 200,036 | 0.1 |
71,000 | | HCA, Inc., 2.375%, 07/15/2031 | | 58,692 | 0.0 |
50,000 | (1) | HCA, Inc., 3.125%, 03/15/2027 | | 47,113 | 0.0 |
40,000 | | HCA, Inc., 3.500%, 09/01/2030 | | 36,566 | 0.0 |
48,000 | (1) | HCA, Inc., 3.625%, 03/15/2032 | | 43,610 | 0.0 |
953,000 | | HCA, Inc., 4.125%, 06/15/2029 | | 917,905 | 0.3 |
64,000 | (1) | HCA, Inc., 4.375%, 03/15/2042 | | 54,991 | 0.0 |
200,000 | | HCA, Inc., 5.250%, 04/15/2025 | | 203,918 | 0.1 |
280,000 | | HCA, Inc., 5.250%, 06/15/2026 | | 284,471 | 0.1 |
175,000 | | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | | 158,584 | 0.1 |
26,000 | | Home Depot, Inc./The, 3.625%, 04/15/2052 | | 23,439 | 0.0 |
163,000 | | HP, Inc., 4.000%, 04/15/2029 | | 157,375 | 0.1 |
31,000 | (2) | Huntington Bancshares, Inc./OH, 5.023%, 05/17/2033 | | 31,670 | 0.0 |
230,000 | (1) | Ingevity Corp., 3.875%, 11/01/2028 | | 204,391 | 0.1 |
322,000 | | Intel Corp., 3.250%, 11/15/2049 | | 262,638 | 0.1 |
61,000 | (3) | Intel Corp., 4.750%, 03/25/2050 | | 62,122 | 0.0 |
69,000 | | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | | 60,266 | 0.0 |
121,000 | | Intercontinental Exchange, Inc., 4.250%, 09/21/2048 | | 112,260 | 0.0 |
206,000 | | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | | 213,060 | 0.1 |
86,000 | | International Business Machines Corp., 4.150%, 07/27/2027 | | 88,024 | 0.0 |
86,000 | | International Business Machines Corp., 4.400%, 07/27/2032 | | 88,360 | 0.0 |
88,000 | | International Business Machines Corp., 4.900%, 07/27/2052 | | 88,850 | 0.0 |
43,000 | (1) | International Flavors & Fragrances, Inc., 3.268%, 11/15/2040 | | 34,267 | 0.0 |
50,000 | | Interstate Power and Light Co., 3.100%, 11/30/2051 | | 38,508 | 0.0 |
224,000 | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | 213,619 | 0.1 |
116,000 | | John Deere Capital Corp., 3.350%, 04/18/2029 | | 115,451 | 0.0 |
135,000 | | Johnson & Johnson, 3.625%, 03/03/2037 | | 134,449 | 0.1 |
628,000 | (2) | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | 561,724 | 0.2 |
230,000 | (2) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | 209,823 | 0.1 |
116,000 | (2) | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | 100,779 | 0.0 |
193,000 | (2) | JPMorgan Chase & Co., 2.595%, 02/24/2026 | | 185,510 | 0.1 |
178,000 | (2) | JPMorgan Chase & Co., 2.947%, 02/24/2028 | | 168,389 | 0.1 |
919,000 | | JPMorgan Chase & Co., 2.950%, 10/01/2026 | | 895,251 | 0.3 |
119,000 | (2) | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | 97,315 | 0.0 |
691,000 | (2) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | | 679,223 | 0.2 |
500,000 | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | | 503,330 | 0.2 |
100,000 | (2) | JPMorgan Chase & Co., 3.964%, 11/15/2048 | | 89,757 | 0.0 |
306,000 | (2) | JPMorgan Chase & Co., 4.565%, 06/14/2030 | | 307,915 | 0.1 |
156,000 | (2) | JPMorgan Chase & Co., 4.912%, 07/25/2033 | | 162,807 | 0.1 |
530,000 | (2) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | | 516,368 | 0.2 |
92,000 | | Keurig Dr Pepper, Inc., 4.050%, 04/15/2032 | | 90,860 | 0.0 |
98,000 | | Keurig Dr Pepper, Inc., 4.500%, 04/15/2052 | | 91,948 | 0.0 |
227,000 | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | | 228,757 | 0.1 |
130,000 | | Kinder Morgan, Inc., 5.450%, 08/01/2052 | | 130,511 | 0.0 |
91,000 | | KLA Corp., 4.950%, 07/15/2052 | | 98,086 | 0.0 |
62,000 | | KLA Corp., 5.250%, 07/15/2062 | | 68,128 | 0.0 |
166,000 | | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | | 151,932 | 0.1 |
131,000 | | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | | 150,204 | 0.1 |
450,000 | (1) | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | | 384,759 | 0.1 |
210,000 | (1) | Lamb Weston Holdings, Inc., 4.375%, 01/31/2032 | | 197,306 | 0.1 |
98,000 | (1) | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | | 98,048 | 0.0 |
76,000 | | Lowe's Cos, Inc., 4.250%, 04/01/2052 | | 68,890 | 0.0 |
48,000 | | Lowe's Cos, Inc., 4.450%, 04/01/2062 | | 43,473 | 0.0 |
168,000 | (1) | Magallanes, Inc., 3.755%, 03/15/2027 | | 161,576 | 0.1 |
36,000 | (1) | Magallanes, Inc., 4.279%, 03/15/2032 | | 33,624 | 0.0 |
40,000 | (1) | Magallanes, Inc., 5.050%, 03/15/2042 | | 35,577 | 0.0 |
91,000 | (1) | Magallanes, Inc., 5.141%, 03/15/2052 | | 80,255 | 0.0 |
154,000 | (1) | Mars, Inc., 2.375%, 07/16/2040 | | 117,420 | 0.0 |
225,000 | (1) | Medline Borrower L.P., 3.875%, 04/01/2029 | | 203,663 | 0.1 |
428,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | | 414,536 | 0.1 |
193,000 | | Mississippi Power Co., 4.250%, 03/15/2042 | | 176,479 | 0.1 |
250,000 | (2) | Morgan Stanley, 0.560%, 11/10/2023 | | 247,768 | 0.1 |
276,000 | (2) | Morgan Stanley, 1.593%, 05/04/2027 | | 251,506 | 0.1 |
330,000 | (2) | Morgan Stanley, 2.239%, 07/21/2032 | | 278,574 | 0.1 |
162,000 | (2) | Morgan Stanley, 2.511%, 10/20/2032 | | 139,119 | 0.1 |
292,000 | (2) | Morgan Stanley, 2.630%, 02/18/2026 | | 281,580 | 0.1 |
691,000 | | Morgan Stanley, 3.125%, 07/27/2026 | | 676,494 | 0.2 |
545,000 | | Morgan Stanley, 4.100%, 05/22/2023 | | 547,242 | 0.2 |
500,000 | | Morgan Stanley, 4.875%, 11/01/2022 | | 502,326 | 0.2 |
60,000 | (2) | Morgan Stanley, 4.889%, 07/20/2033 | | 62,452 | 0.0 |
304,000 | (2) | Morgan Stanley, 5.297%, 04/20/2037 | | 306,525 | 0.1 |
600,000 | | Mosaic Co/The, 3.250%, 11/15/2022 | | 600,054 | 0.2 |
366,000 | | MPLX L.P., 4.000%, 03/15/2028 | | 357,070 | 0.1 |
215,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | | 185,567 | 0.1 |
500,000 | | Mylan, Inc., 4.200%, 11/29/2023 | | 500,530 | 0.2 |
155,000 | | Mylan, Inc., 5.200%, 04/15/2048 | | 125,469 | 0.0 |
286,000 | | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | | 286,576 | 0.1 |
200,000 | | Navient Corp., 5.000%, 03/15/2027 | | 181,141 | 0.1 |
188,000 | (1),(3) | Nestle Holdings, Inc., 1.500%, 09/14/2028 | | 170,417 | 0.1 |
77,000 | | NextEra Energy Capital Holdings, Inc., 5.000%, 07/15/2032 | | 82,356 | 0.0 |
149,000 | | Northern States Power Co/MN, 3.600%, 09/15/2047 | | 131,048 | 0.0 |
190,000 | (1) | Novelis Corp., 4.750%, 01/30/2030 | | 176,035 | 0.1 |
50,000 | | Nucor Corp., 3.125%, 04/01/2032 | | 45,282 | 0.0 |
60,000 | | Nucor Corp., 4.300%, 05/23/2027 | | 60,873 | 0.0 |
59,000 | | ONEOK, Inc., 3.100%, 03/15/2030 | | 52,366 | 0.0 |
291,000 | | Oracle Corp., 2.800%, 04/01/2027 | | 274,166 | 0.1 |
504,000 | | Oracle Corp., 2.950%, 05/15/2025 | | 491,831 | 0.2 |
87,000 | | Oracle Corp., 3.800%, 11/15/2037 | | 71,706 | 0.0 |
108,000 | | Oracle Corp., 3.950%, 03/25/2051 | | 83,807 | 0.0 |
44,000 | | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | | 43,679 | 0.0 |
106,000 | | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | | 107,768 | 0.0 |
106,000 | | O'Reilly Automotive, Inc., 4.700%, 06/15/2032 | | 109,234 | 0.0 |
250,000 | (1) | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 4.125%, 04/30/2028 | | 236,714 | 0.1 |
27,000 | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | 20,166 | 0.0 |
22,000 | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | 16,503 | 0.0 |
36,000 | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | 28,114 | 0.0 |
162,000 | | Parker-Hannifin Corp., 4.500%, 09/15/2029 | | 166,184 | 0.1 |
253,000 | (2) | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | | 224,403 | 0.1 |
61,000 | (3) | PayPal Holdings, Inc., 4.400%, 06/01/2032 | | 63,330 | 0.0 |
59,000 | | PayPal Holdings, Inc., 5.050%, 06/01/2052 | | 61,495 | 0.0 |
80,000 | | PayPal Holdings, Inc., 5.250%, 06/01/2062 | | 83,835 | 0.0 |
184,000 | | PECO Energy Co., 4.150%, 10/01/2044 | | 175,629 | 0.1 |
170,000 | | PepsiCo, Inc., 3.900%, 07/18/2032 | | 175,905 | 0.1 |
84,000 | | Phillips 66, 3.850%, 04/09/2025 | | 84,915 | 0.0 |
139,000 | (1) | Pilgrim's Pride Corp., 3.500%, 03/01/2032 | | 117,674 | 0.0 |
251,000 | (1) | Pilgrim's Pride Corp., 4.250%, 04/15/2031 | | 225,513 | 0.1 |
301,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.600%, 11/01/2024 | | 296,199 | 0.1 |
188,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | | 170,771 | 0.1 |
385,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | 322,623 | 0.1 |
259,000 | | PNC Financial Services Group, Inc./The, 3.450%, 04/23/2029 | | 248,714 | 0.1 |
200,000 | (1) | Post Holdings, Inc., 5.500%, 12/15/2029 | | 189,370 | 0.1 |
225,000 | (1) | Prestige Brands, Inc., 3.750%, 04/01/2031 | | 193,804 | 0.1 |
230,000 | (1) | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | | 199,017 | 0.1 |
171,000 | | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | | 149,570 | 0.1 |
42,000 | | Public Storage, 1.950%, 11/09/2028 | | 37,381 | 0.0 |
50,000 | | Puget Sound Energy, Inc., 3.250%, 09/15/2049 | | 39,112 | 0.0 |
220,000 | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | 220,461 | 0.1 |
32,000 | | Rexford Industrial Realty L.P., 2.150%, 09/01/2031 | | 26,268 | 0.0 |
148,000 | | Reynolds American, Inc., 5.700%, 08/15/2035 | | 142,270 | 0.1 |
100,000 | | Reynolds American, Inc., 5.850%, 08/15/2045 | | 88,238 | 0.0 |
193,000 | | Reynolds American, Inc., 6.150%, 09/15/2043 | | 178,852 | 0.1 |
210,000 | (1) | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc., 3.875%, 03/01/2031 | | 173,404 | 0.1 |
135,000 | | Roper Technologies, Inc., 1.750%, 02/15/2031 | | 110,391 | 0.0 |
31,000 | | Ross Stores, Inc., 4.700%, 04/15/2027 | | 31,789 | 0.0 |
28,000 | | S&P Global, Inc., 1.250%, 08/15/2030 | | 23,147 | 0.0 |
110,000 | (1) | S&P Global, Inc., 2.700%, 03/01/2029 | | 103,531 | 0.0 |
73,000 | (1) | S&P Global, Inc., 2.900%, 03/01/2032 | | 67,746 | 0.0 |
111,000 | (1) | S&P Global, Inc., 3.700%, 03/01/2052 | | 100,609 | 0.0 |
260,000 | | Salesforce, Inc., 2.700%, 07/15/2041 | | 213,822 | 0.1 |
215,000 | | Seagate HDD Cayman, 3.375%, 07/15/2031 | | 173,045 | 0.1 |
124,000 | (1) | Sealed Air Corp., 1.573%, 10/15/2026 | | 110,318 | 0.0 |
88,000 | | Selective Insurance Group, Inc., 5.375%, 03/01/2049 | | 85,883 | 0.0 |
166,000 | (2) | Sempra Energy, 4.125%, 04/01/2052 | | 140,522 | 0.1 |
230,000 | (1) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | | 200,160 | 0.1 |
644,000 | | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | | 627,282 | 0.2 |
215,000 | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | 201,869 | 0.1 |
220,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | 196,881 | 0.1 |
200,000 | (1) | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | | 196,774 | 0.1 |
245,000 | (1) | Sonic Automotive, Inc., 4.875%, 11/15/2031 | | 200,055 | 0.1 |
46,000 | | Southern California Edison Co., 3.650%, 02/01/2050 | | 36,768 | 0.0 |
85,000 | | Southern Co/The, 5.113%, 08/01/2027 | | 87,170 | 0.0 |
32,000 | | Southwest Gas Corp., 4.050%, 03/15/2032 | | 30,177 | 0.0 |
230,000 | (1) | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | | 201,236 | 0.1 |
200,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | | 188,569 | 0.1 |
117,000 | | Sun Communities Operating L.P., 4.200%, 04/15/2032 | | 109,388 | 0.0 |
61,000 | | Take-Two Interactive Software, Inc., 4.000%, 04/14/2032 | | 59,610 | 0.0 |
39,000 | | Targa Resources Corp., 5.200%, 07/01/2027 | | 39,734 | 0.0 |
52,000 | | Targa Resources Corp., 6.250%, 07/01/2052 | | 54,830 | 0.0 |
215,000 | (1) | Tempur Sealy International, Inc., 4.000%, 04/15/2029 | | 185,618 | 0.1 |
225,000 | (1) | Tenet Healthcare Corp., 4.250%, 06/01/2029 | | 209,723 | 0.1 |
230,000 | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | 220,466 | 0.1 |
552,000 | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | 495,339 | 0.2 |
297,000 | | T-Mobile USA, Inc., 3.000%, 02/15/2041 | | 231,279 | 0.1 |
737,000 | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | 725,699 | 0.2 |
55,000 | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | 52,939 | 0.0 |
97,000 | | Toyota Motor Credit Corp., 1.900%, 01/13/2027 | | 91,086 | 0.0 |
90,000 | | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | | 93,799 | 0.0 |
127,000 | | Union Pacific Corp., 3.500%, 02/14/2053 | | 109,793 | 0.0 |
639,000 | | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | | 579,870 | 0.2 |
181,000 | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | | 147,692 | 0.1 |
94,000 | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | 80,106 | 0.0 |
47,000 | | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | | 42,847 | 0.0 |
61,000 | | UnitedHealth Group, Inc., 4.200%, 05/15/2032 | | 63,775 | 0.0 |
25,000 | | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | | 26,543 | 0.0 |
107,166 | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | 106,027 | 0.0 |
22,995 | | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | | 21,202 | 0.0 |
300,000 | | Utah Acquisition Sub, Inc., 3.950%, 06/15/2026 | | 284,083 | 0.1 |
84,000 | | Verizon Communications, Inc., 2.355%, 03/15/2032 | | 72,619 | 0.0 |
175,000 | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | 149,261 | 0.1 |
119,000 | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | 99,990 | 0.0 |
186,000 | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | 152,819 | 0.1 |
230,000 | | Verizon Communications, Inc., 4.125%, 03/16/2027 | | 235,743 | 0.1 |
135,000 | | Verizon Communications, Inc., 4.125%, 08/15/2046 | | 124,726 | 0.0 |
179,000 | | Verizon Communications, Inc., 4.400%, 11/01/2034 | | 178,963 | 0.1 |
154,000 | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | 158,335 | 0.1 |
215,000 | (1) | ViaSat, Inc., 5.625%, 04/15/2027 | | 203,093 | 0.1 |
175,000 | | Viatris, Inc., 2.700%, 06/22/2030 | | 143,549 | 0.1 |
35,000 | | Viatris, Inc., 3.850%, 06/22/2040 | | 25,594 | 0.0 |
86,000 | | Viatris, Inc., 4.000%, 06/22/2050 | | 59,718 | 0.0 |
100,000 | (1) | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | | 99,939 | 0.0 |
207,000 | | VMware, Inc., 1.400%, 08/15/2026 | | 186,512 | 0.1 |
92,000 | | VMware, Inc., 1.800%, 08/15/2028 | | 78,636 | 0.0 |
350,000 | (2) | Wells Fargo & Co., 2.406%, 10/30/2025 | | 337,124 | 0.1 |
92,000 | | Wells Fargo & Co., 3.000%, 10/23/2026 | | 89,268 | 0.0 |
101,000 | (2) | Wells Fargo & Co., 4.611%, 04/25/2053 | | 99,062 | 0.0 |
160,000 | (2) | Wells Fargo & Co., 4.897%, 07/25/2033 | | 166,004 | 0.1 |
450,000 | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | 395,213 | 0.1 |
230,000 | (1) | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | | 200,693 | 0.1 |
225,000 | (1) | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | | 197,498 | 0.1 |
| | | | 65,224,640 | 21.5 |
| | | |
| Total Corporate Bonds/Notes | | | |
| (Cost $115,046,239) | | 103,467,753 | 34.1 |
| | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.6% | |
| | United States: 15.6% |
287,767 | (2) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.224%, 05/25/2036 | | 263,752 | 0.1 |
105,157 | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | 55,819 | 0.0 |
154,791 | | Alternative Loan Trust 2007-23CB A3, 2.759%, (US0001M + 0.500%), 09/25/2037 | | 72,273 | 0.0 |
336,418 | | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | | 199,141 | 0.1 |
293,322 | | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | | 265,984 | 0.1 |
69,018 | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.759%, (US0001M + 0.500%), 11/25/2035 | | 35,856 | 0.0 |
177,707 | (1),(2) | CSMC Trust 2015-2 B3, 3.901%, 02/25/2045 | | 172,166 | 0.1 |
127,233 | (1),(2) | CSMC Trust 2015-3 B1, 3.843%, 03/25/2045 | | 123,575 | 0.0 |
2,959,324 | (5) | Fannie Mae 2005-18 SC, 2.391%, (-1.000*US0001M + 4.650%), 03/25/2035 | | 197,128 | 0.1 |
731,726 | (5) | Fannie Mae 2008-41 S, 4.541%, (-1.000*US0001M + 6.800%), 11/25/2036 | | 137,088 | 0.1 |
2,170,278 | (5) | Fannie Mae 2009-106 SA, 3.991%, (-1.000*US0001M + 6.250%), 01/25/2040 | | 263,293 | 0.1 |
325,533 | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.759%, (US0001M + 2.500%), 05/25/2030 | | 329,241 | 0.1 |
280,283 | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 4.259%, (US0001M + 2.000%), 03/25/2031 | | 280,212 | 0.1 |
46,301 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 4.559%, (US0001M + 2.300%), 08/25/2031 | | 46,256 | 0.0 |
99,740 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 4.659%, (US0001M + 2.400%), 04/25/2031 | | 99,650 | 0.0 |
37,191 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 4.709%, (US0001M + 2.450%), 07/25/2031 | | 37,182 | 0.0 |
29,711 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 4.359%, (US0001M + 2.100%), 09/25/2039 | | 29,715 | 0.0 |
337,150 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 4.309%, (US0001M + 2.050%), 01/25/2040 | | 337,357 | 0.1 |
1,000,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 5.909%, (US0001M + 3.650%), 02/25/2040 | | 985,298 | 0.3 |
104,760 | | Fannie Mae REMIC Trust 2003-22 BZ, 6.000%, 04/25/2033 | | 112,223 | 0.0 |
81,080 | | Fannie Mae REMIC Trust 2005-74 DK, 14.964%, (-4.000*US0001M + 24.000%), 07/25/2035 | | 105,468 | 0.0 |
85,277 | | Fannie Mae REMIC Trust 2006-104 ES, 22.155%, (-5.000*US0001M + 33.450%), 11/25/2036 | | 137,243 | 0.1 |
1,068,319 | (5) | Fannie Mae REMIC Trust 2007-36 SN, 4.511%, (-1.000*US0001M + 6.770%), 04/25/2037 | | 154,048 | 0.1 |
59,785 | | Fannie Mae REMIC Trust 2007-55 DS, 9.353%, (-2.500*US0001M + 15.000%), 06/25/2037 | | 63,630 | 0.0 |
595,700 | (5) | Fannie Mae REMIC Trust 2008-53 FI, 3.841%, (-1.000*US0001M + 6.100%), 07/25/2038 | | 62,257 | 0.0 |
684,696 | (5) | Fannie Mae REMIC Trust 2008-58 SM, 3.841%, (-1.000*US0001M + 6.100%), 07/25/2038 | | 73,191 | 0.0 |
147,528 | | Fannie Mae REMIC Trust 2009-66 SL, 10.123%, (-3.333*US0001M + 15.833%), 09/25/2039 | | 178,919 | 0.1 |
93,200 | | Fannie Mae REMIC Trust 2009-66 SW, 10.290%, (-3.333*US0001M + 16.000%), 09/25/2039 | | 114,358 | 0.0 |
3,023,564 | (5) | Fannie Mae REMIC Trust 2010-123 SL, 3.811%, (-1.000*US0001M + 6.070%), 11/25/2040 | | 328,743 | 0.1 |
2,922,488 | (5) | Fannie Mae REMIC Trust 2011-55 SK, 4.301%, (-1.000*US0001M + 6.560%), 06/25/2041 | | 445,636 | 0.2 |
1,201,009 | (5) | Fannie Mae REMIC Trust 2011-86 NS, 3.691%, (-1.000*US0001M + 5.950%), 09/25/2041 | | 136,394 | 0.0 |
165,217 | (5) | Fannie Mae REMIC Trust 2012-10 US, 4.191%, (-1.000*US0001M + 6.450%), 02/25/2042 | | 23,982 | 0.0 |
889,161 | (5) | Fannie Mae REMIC Trust 2012-24 HS, 4.291%, (-1.000*US0001M + 6.550%), 09/25/2040 | | 49,916 | 0.0 |
576,342 | (5) | Fannie Mae REMIC Trust 2013-31 PI, 4.500%, 02/25/2043 | | 42,570 | 0.0 |
5,166,730 | (5) | Fannie Mae REMICS 2015-34 DI, 6.500%, 06/25/2045 | | 1,168,344 | 0.4 |
15,191,895 | (5) | Fannie Mae REMICS 2015-58 KI, 6.000%, 03/25/2037 | | 2,916,956 | 1.0 |
7,335,062 | (5) | Fannie Mae REMICS 2015-59 SK, 3.391%, (-1.000*US0001M + 5.650%), 08/25/2045 | | 804,559 | 0.3 |
13,269,012 | (5) | Fannie Mae REMICS 2016-54 SL, 3.741%, (-1.000*US0001M + 6.000%), 08/25/2046 | | 2,047,256 | 0.7 |
7,240,361 | (5) | Fannie Mae REMICS 2020-24 IB, 3.000%, 04/25/2050 | | 1,084,572 | 0.4 |
425,406 | (5) | Fannie Mae Series 2007-9 SE, 3.821%, (-1.000*US0001M + 6.080%), 03/25/2037 | | 58,269 | 0.0 |
748,781 | (5) | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | | 72,861 | 0.0 |
909,254 | (1),(2) | Flagstar Mortgage Trust 2018-2 B2, 4.012%, 04/25/2048 | | 848,442 | 0.3 |
154,991 | (5) | Freddie Mac REMIC Trust 2303 SY, 6.701%, (-1.000*US0001M + 8.700%), 04/15/2031 | | 23,464 | 0.0 |
827,647 | (5) | Freddie Mac REMIC Trust 2989 GU, 5.001%, (-1.000*US0001M + 7.000%), 02/15/2033 | | 92,237 | 0.0 |
747,671 | (5) | Freddie Mac REMIC Trust 3271 SB, 4.051%, (-1.000*US0001M + 6.050%), 02/15/2037 | | 86,962 | 0.0 |
2,396,001 | (5) | Freddie Mac REMIC Trust 3424 HI, 3.901%, (-1.000*US0001M + 5.900%), 04/15/2038 | | 292,745 | 0.1 |
485,185 | (5) | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | 64,031 | 0.0 |
2,847,117 | (5) | Freddie Mac REMIC Trust 3856 KS, 4.551%, (-1.000*US0001M + 6.550%), 05/15/2041 | | 362,868 | 0.1 |
524,850 | (5) | Freddie Mac REMIC Trust 3925 SD, 4.051%, (-1.000*US0001M + 6.050%), 07/15/2040 | | 26,413 | 0.0 |
466,587 | (5) | Freddie Mac REMIC Trust 4077 SM, 4.701%, (-1.000*US0001M + 6.700%), 08/15/2040 | | 12,037 | 0.0 |
622,959 | (5) | Freddie Mac REMIC Trust 4152 BI, 4.000%, 12/15/2041 | | 53,987 | 0.0 |
977,475 | (5) | Freddie Mac REMIC Trust 4313 MI, 5.000%, 04/15/2039 | | 114,428 | 0.0 |
1,522,244 | (5) | Freddie Mac REMICS 3693 SC, 4.501%, (-1.000*US0001M + 6.500%), 07/15/2040 | | 241,432 | 0.1 |
969,253 | | Freddie Mac REMICS 3792 DS, 4.601%, (-1.000*US0001M + 6.600%), 11/15/2040 | | 21,469 | 0.0 |
1,280,109 | (5) | Freddie Mac REMICS 4040 SW, 4.631%, (-1.000*US0001M + 6.630%), 05/15/2032 | | 142,818 | 0.1 |
10,167,790 | (5) | Freddie Mac REMICS 4096 SB, 4.001%, (-1.000*US0001M + 6.000%), 08/15/2042 | | 1,508,756 | 0.5 |
6,359,336 | (5) | Freddie Mac REMICS 4480 WS, 4.181%, (-1.000*US0001M + 6.180%), 06/15/2045 | | 946,393 | 0.3 |
1,659,521 | (5) | Freddie Mac REMICS 4623 MS, 4.001%, (-1.000*US0001M + 6.000%), 10/15/2046 | | 260,348 | 0.1 |
14,232,808 | (5) | Freddie Mac REMICS 4695 IO, 4.500%, 10/15/2041 | | 2,570,435 | 0.9 |
1,391,623 | | Freddie Mac REMICS 4800 MZ, 4.000%, 06/15/2048 | | 1,438,263 | 0.5 |
1,490,026 | | Freddie Mac REMICS 4879 ZA, 4.000%, 05/15/2049 | | 1,526,490 | 0.5 |
5,657,866 | (5) | Freddie Mac REMICS 5052 KI, 4.000%, 12/25/2050 | | 1,047,788 | 0.4 |
283,691 | (1) | Freddie Mac STACR 2019-HQA3 M2, 4.109%, (US0001M + 1.850%), 09/25/2049 | | 282,174 | 0.1 |
140,550 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 4.159%, (US0001M + 1.900%), 01/25/2050 | | 139,209 | 0.1 |
232,365 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA2 M2, 5.359%, (US0001M + 3.100%), 03/25/2050 | | 232,912 | 0.1 |
18,801 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 5.859%, (US0001M + 3.600%), 07/25/2050 | | 18,828 | 0.0 |
700,000 | (1) | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 3.614%, (SOFR30A + 2.100%), 09/25/2041 | | 628,186 | 0.2 |
1,000,000 | (1) | Freddie Mac STACR REMIC Trust 2022-DNA1 M1B, 3.364%, (SOFR30A + 1.850%), 01/25/2042 | | 924,455 | 0.3 |
1,100,000 | (1) | Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 6.764%, (SOFR30A + 5.250%), 03/25/2042 | | 1,088,315 | 0.4 |
362,612 | (1) | Freddie Mac STACR Trust 2019-DNA3 M2, 4.309%, (US0001M + 2.050%), 07/25/2049 | | 364,002 | 0.1 |
192,320 | (2),(5) | Freddie Mac Strips 351 103, 4.000%, 01/15/2031 | | 18,173 | 0.0 |
501,759 | (2),(5) | Freddie Mac Strips 351 200, 3.500%, 02/15/2046 | | 70,453 | 0.0 |
3,696,799 | (5) | Freddie Mac Strips 351 C14, 3.500%, 02/15/2031 | | 324,640 | 0.1 |
8,228,158 | (5) | Freddie Mac Strips 351 C22, 3.500%, 02/15/2046 | | 1,441,408 | 0.5 |
6,432,677 | (5) | Freddie Mac Strips 351 C23, 4.000%, 02/15/2046 | | 1,213,360 | 0.4 |
1,565,285 | (2),(5) | Freddie Mac Strips 351 C30, 2.500%, 02/15/2031 | | 79,998 | 0.0 |
1,891,191 | (2),(5) | Freddie Mac Strips 351 C31, 3.000%, 02/15/2031 | | 126,274 | 0.0 |
1,224,892 | (2),(5) | Freddie Mac Strips 351 C32, 3.500%, 02/15/2031 | | 104,912 | 0.0 |
3,496,381 | (2),(5) | Freddie Mac Strips 351 C33, 4.000%, 02/15/2046 | | 626,320 | 0.2 |
6,811,102 | (2),(5) | Freddie Mac Strips 351 C34, 3.500%, 02/15/2046 | | 1,133,641 | 0.4 |
301 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 6.159%, (US0001M + 3.900%), 12/25/2027 | | 301 | 0.0 |
286,166 | (1),(2) | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | | 282,763 | 0.1 |
180,994 | | Ginnie Mae Series 2007-8 SP, 15.154%, (-3.242*US0001M + 22.049%), 03/20/2037 | | 245,206 | 0.1 |
13,966,657 | (5) | Ginnie Mae Series 2009-106 CM, 4.444%, (-1.000*US0001M + 6.600%), 01/16/2034 | | 985,951 | 0.3 |
1,099,487 | (5) | Ginnie Mae Series 2010-116 NS, 4.494%, (-1.000*US0001M + 6.650%), 09/16/2040 | | 127,566 | 0.0 |
172,240 | (5) | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | 11,768 | 0.0 |
1,006,924 | (5) | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | 39,754 | 0.0 |
72,381 | (5) | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | 1,067 | 0.0 |
964,737 | (5) | Ginnie Mae Series 2013-115 NI, 4.500%, 01/16/2043 | | 121,989 | 0.0 |
505,953 | (5) | Ginnie Mae Series 2013-5 NI, 3.000%, 01/20/2028 | | 24,738 | 0.0 |
10,417,901 | (5) | Ginnie Mae Series 2015-10 IX, 4.500%, 01/20/2045 | | 1,955,993 | 0.6 |
1,068,098 | (5) | Ginnie Mae Series 2015-178 GI, 4.000%, 05/20/2044 | | 82,708 | 0.0 |
4,289,629 | (5) | Ginnie Mae Series 2016-161 CI, 5.500%, 11/20/2046 | | 835,918 | 0.3 |
7,024,844 | (5) | Ginnie Mae Series 2019-89 QI, 4.000%, 04/20/2046 | | 1,062,320 | 0.4 |
178,378 | | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 2.679%, (US0001M + 0.210%), 04/25/2036 | | 153,883 | 0.1 |
14,752 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | 14,558 | 0.0 |
18,035 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | | 17,689 | 0.0 |
861,099 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 A4, 2.500%, 08/25/2051 | | 751,259 | 0.3 |
383,086 | (1),(2) | GS Mortgage-Backed Securities Trust 2022-PJ1 A4, 2.500%, 05/28/2052 | | 333,758 | 0.1 |
398,392 | (1),(2) | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | | 382,984 | 0.1 |
65,309 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A15, 3.500%, 05/25/2050 | | 63,233 | 0.0 |
108,849 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | | 104,894 | 0.0 |
3,170 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | 3,145 | 0.0 |
22,558 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV3 A15, 3.500%, 03/25/2050 | | 22,252 | 0.0 |
78,966 | (1),(2) | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | | 71,634 | 0.0 |
490,077 | (1),(2) | JP Morgan Mortgage Trust 2022-4 A17A, 3.000%, 10/25/2052 | | 445,459 | 0.2 |
333,047 | (1),(2) | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | | 291,400 | 0.1 |
65,096 | (1),(2) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | 63,712 | 0.0 |
183,694 | (1),(2) | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | | 177,098 | 0.1 |
579,802 | (1),(2) | RATE Mortgage Trust 2021-HB1 A31, 2.500%, 12/25/2051 | | 505,930 | 0.2 |
929,614 | (1),(2) | RCKT Mortgage Trust 2021-1 A1, 2.500%, 03/25/2051 | | 825,538 | 0.3 |
30,876 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | | 30,209 | 0.0 |
300,000 | (1),(2) | Sequoia Mortgage Trust 2020-4 A8, 2.500%, 11/25/2050 | | 243,906 | 0.1 |
3,341 | (2),(6) | Structured Asset Securities Corp. 2004-4XS 1A6, 5.050%, 02/25/2034 | | 3,163 | 0.0 |
1,000,000 | (1),(2) | Verus Securitization Trust 2021-1 M1, 1.968%, 01/25/2066 | | 828,050 | 0.3 |
6,276,306 | (2),(5) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.508%, 08/25/2045 | | 60,340 | 0.0 |
42,538 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.030%, 10/25/2036 | | 40,792 | 0.0 |
142,850 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.235%, 08/25/2046 | | 133,470 | 0.0 |
293,457 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.337%, 12/25/2036 | | 274,876 | 0.1 |
391,849 | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | 340,158 | 0.1 |
79,428 | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.689%, (US0001M + 0.430%), 06/25/2037 | | 64,203 | 0.0 |
402,407 | (1),(2) | Wells Fargo Mortgage Backed Securities 2021-1 A17 Trust, 2.500%, 12/25/2050 | | 352,026 | 0.1 |
302,876 | (1),(2) | WinWater Mortgage Loan Trust 2015-5 B4, 3.757%, 08/20/2045 | | 280,333 | 0.1 |
| | | | | |
| Total Collateralized Mortgage Obligations | | | |
| (Cost $50,035,724) | | 47,269,441 | 15.6 |
| | | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 20.0% | |
| | Federal Home Loan Mortgage Corporation: 0.2%(7) |
493,220 | | 3.500%,01/01/2048 | | 495,980 | 0.2 |
58,319 | | 4.000%,09/01/2045 | | 59,896 | 0.0 |
56,788 | | 4.000%,09/01/2045 | | 58,317 | 0.0 |
81,711 | | 4.000%,05/01/2046 | | 83,886 | 0.0 |
| | | | 698,079 | 0.2 |
| | | | | |
| | Federal National Mortgage Association: 0.4%(7) |
1,056,191 | | 3.500%,03/01/2043 | | 1,068,037 | 0.4 |
| | | | | |
| | Government National Mortgage Association: 2.4% |
2,404,163 | | 2.500%,05/20/2051 | | 2,288,807 | 0.8 |
620,000 | (8) | 2.500%,08/15/2052 | | 587,456 | 0.2 |
4,350,000 | (8) | 3.000%,08/15/2052 | | 4,238,064 | 1.4 |
87,852 | | 4.500%,08/20/2041 | | 92,275 | 0.0 |
12,190 | | 5.500%,03/20/2039 | | 13,162 | 0.0 |
| | | | 7,219,764 | 2.4 |
| | | | | |
| | Uniform Mortgage-Backed Securities: 17.0% |
10,039,000 | (8) | 2.000%,08/15/2052 | | 9,031,963 | 3.0 |
46,900 | | 2.500%,06/01/2030 | | 46,263 | 0.0 |
34,031 | | 2.500%,06/01/2030 | | 33,569 | 0.0 |
21,757 | | 2.500%,07/01/2030 | | 21,462 | 0.0 |
6,439,000 | (8) | 2.500%,08/15/2052 | | 6,002,420 | 2.0 |
119,724 | | 3.500%,06/01/2034 | | 122,116 | 0.0 |
2,700,000 | (8) | 3.500%,09/15/2052 | | 2,665,566 | 0.9 |
51,531 | | 4.000%,05/01/2045 | | 52,916 | 0.0 |
940,911 | | 4.000%,04/01/2049 | | 959,151 | 0.3 |
16,100,000 | (8) | 4.000%,08/15/2052 | | 16,184,902 | 5.3 |
152,342 | | 4.500%,12/01/2040 | | 158,748 | 0.1 |
83,283 | | 4.500%,12/01/2040 | | 86,783 | 0.0 |
15,700,000 | (8) | 4.500%,09/15/2052 | | 15,949,802 | 5.3 |
134,716 | | 5.000%,05/01/2041 | | 142,235 | 0.1 |
79,616 | | 5.000%,06/01/2041 | | 84,091 | 0.0 |
| | | | 51,541,987 | 17.0 |
| | | | | |
| Total U.S. Government Agency Obligations | | | |
| (Cost $59,833,384) | | 60,527,867 | 20.0 |
| | | | |
SOVEREIGN BONDS: 15.4% | |
| | Australia: 0.2% |
AUD 837,000 | (1) | Queensland Treasury Corp., 1.750%, 07/20/2034 | | 471,044 | 0.2 |
| | | | | |
| | Canada: 0.2% |
CAD 1,100,000 | | Canadian Government Bond, 2.000%, 12/01/2051 | | 725,826 | 0.2 |
| | | | | |
| | China: 7.6% |
CNY 4,500,000 | | China Government Bond, 2.690%, 08/12/2026 | | 673,677 | 0.2 |
CNY 50,420,000 | | China Government Bond, 2.850%, 06/04/2027 | | 7,589,605 | 2.5 |
CNY 21,430,000 | | China Government Bond, 3.130%, 11/21/2029 | | 3,258,682 | 1.1 |
CNY 29,170,000 | | China Government Bond, 3.250%, 06/06/2026 | | 4,463,322 | 1.5 |
CNY 34,570,000 | | China Government Bond, 3.250%, 11/22/2028 | | 5,308,970 | 1.7 |
CNY 1,110,000 | | China Government Bond, 3.290%, 05/23/2029 | | 171,002 | 0.1 |
CNY 9,950,000 | | China Government Bond, 4.080%, 10/22/2048 | | 1,681,498 | 0.5 |
| | | | 23,146,756 | 7.6 |
| | | | | |
| | Colombia: 0.3% |
250,000 | (3) | Colombia Government International Bond, 3.000%, 01/30/2030 | | 202,018 | 0.1 |
200,000 | | Colombia Government International Bond, 5.200%, 05/15/2049 | | 148,157 | 0.0 |
COP 2,551,900,000 | | Colombian TES, 7.750%, 09/18/2030 | | 463,137 | 0.2 |
| | | | 813,312 | 0.3 |
| | | | | |
| | Croatia: 0.1% |
EUR 300,000 | | Croatia Government International Bond, 1.125%, 06/19/2029 | | 279,984 | 0.1 |
| | Dominican Republic: 0.3% |
200,000 | (1) | Dominican Republic International Bond, 4.500%, 01/30/2030 | | 173,676 | 0.1 |
200,000 | (1) | Dominican Republic International Bond, 4.875%, 09/23/2032 | | 168,698 | 0.1 |
200,000 | (1) | Dominican Republic International Bond, 5.300%, 01/21/2041 | | 156,892 | 0.0 |
300,000 | (1) | Dominican Republic International Bond, 6.000%, 02/22/2033 | | 273,117 | 0.1 |
| | | | 772,383 | 0.3 |
| | | | | |
| | Egypt: 0.2% |
400,000 | (1) | Egypt Government International Bond, 5.875%, 02/16/2031 | | 247,100 | 0.1 |
200,000 | (1) | Egypt Government International Bond, 7.625%, 05/29/2032 | | 126,438 | 0.1 |
200,000 | (1) | Egypt Government International Bond, 8.750%, 09/30/2051 | | 117,870 | 0.0 |
| | | | 491,408 | 0.2 |
| | | | | |
| | Germany: 0.0% |
EUR 9,700 | | Bundesobligation, 0.210%, 04/14/2023 | | 9,899 | 0.0 |
EUR 30,000 | | Bundesrepublik Deutschland Bundesanleihe, 0.350%, 08/15/2026 | | 30,231 | 0.0 |
EUR 60,000 | | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | | 61,256 | 0.0 |
EUR 40,000 | | Bundesrepublik Deutschland Bundesanleihe, 1.000%, 08/15/2025 | | 41,768 | 0.0 |
| | | | 143,154 | 0.0 |
| | | | | |
| | Hungary: 0.1% |
300,000 | (1) | Hungary Government International Bond, 5.250%, 06/16/2029 | | 304,627 | 0.1 |
| | | | | |
| | Indonesia: 0.3% |
IDR 13,833,000,000 | | Indonesia Treasury Bond, 8.375%, 04/15/2039 | | 1,009,555 | 0.3 |
| | | | | |
| | Italy: 0.5% |
EUR 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 3.850%, 09/01/2049 | | 711,126 | 0.2 |
EUR 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 5.000%, 08/01/2034 | | 778,138 | 0.3 |
| | | | 1,489,264 | 0.5 |
| | | | | |
| | Ivory Coast: 0.2% |
EUR 200,000 | (1) | Ivory Coast Government International Bond, 4.875%, 01/30/2032 | | 153,057 | 0.1 |
376,167 | (2),(6) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | | 333,243 | 0.1 |
| | | | 486,300 | 0.2 |
| | | | | |
| | Malaysia: 1.3% |
MYR 18,342,000 | | Malaysia Government Bond, 3.828%, 07/05/2034 | | 3,993,627 | 1.3 |
| | | | | |
| | Mexico: 0.1% |
200,000 | (3) | Mexico Government International Bond, 3.250%, 04/16/2030 | | 182,468 | 0.1 |
200,000 | | Mexico Government International Bond, 3.750%, 04/19/2071 | | 138,206 | 0.0 |
| | | | 320,674 | 0.1 |
| | | | | |
| | Morocco: 0.1% |
200,000 | (1) | Morocco Government International Bond, 2.375%, 12/15/2027 | | 171,000 | 0.0 |
200,000 | | Morocco Government International Bond, 4.250%, 12/11/2022 | | 199,890 | 0.1 |
| | | | 370,890 | 0.1 |
| | | | | |
| | Nigeria: 0.0% |
200,000 | | Nigeria Government International Bond, 7.875%, 02/16/2032 | | 143,369 | 0.0 |
| | | | | |
| | Oman: 0.1% |
200,000 | | Oman Government International Bond, 6.000%, 08/01/2029 | | 200,199 | 0.0 |
200,000 | (1) | Oman Government International Bond, 7.375%, 10/28/2032 | | 212,538 | 0.1 |
| | | | 412,737 | 0.1 |
| | | | | |
| | Panama: 0.1% |
200,000 | | Panama Government International Bond, 3.298%, 01/19/2033 | | 173,845 | 0.0 |
200,000 | | Panama Government International Bond, 3.875%, 03/17/2028 | | 194,529 | 0.1 |
| | | | 368,374 | 0.1 |
| | | | | |
| | Peru: 0.4% |
PEN 4,000,000 | | Peru Government Bond, 6.350%, 08/12/2028 | | 940,021 | 0.3 |
200,000 | | Peruvian Government International Bond, 1.862%, 12/01/2032 | | 159,332 | 0.1 |
200,000 | | Peruvian Government International Bond, 2.780%, 12/01/2060 | | 136,252 | 0.0 |
75,000 | | Peruvian Government International Bond, 5.625%, 11/18/2050 | | 82,261 | 0.0 |
| | | | 1,317,866 | 0.4 |
| | | | | |
| | Portugal: 0.6% |
EUR 1,664,000 | (1) | Portugal Obrigacoes do Tesouro OT, 2.250%, 04/18/2034 | | 1,768,167 | 0.6 |
| | Romania: 0.5% |
RON 5,510,000 | | Romania Government Bond, 3.250%, 04/29/2024 | 1,055,607 | 0.4 |
EUR 200,000 | (1) | Romanian Government International Bond, 2.625%, 12/02/2040 | 130,324 | 0.0 |
480,000 | (1),(3) | Romanian Government International Bond, 3.000%, 02/14/2031 | 396,388 | 0.1 |
| | | 1,582,319 | 0.5 |
| | | | |
| | Russia: 0.2% |
RUB 47,938,000 | (4) | Russian Federal Bond - OFZ, 6.900%, 05/23/2029 | 180,608 | 0.1 |
200,000 | (4) | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 80,000 | 0.0 |
400,000 | (1),(4) | Russian Foreign Bond - Eurobond, 4.875%, 09/16/2023 | 212,000 | 0.1 |
| | | 472,608 | 0.2 |
| | | | |
| | Saudi Arabia: 0.1% |
200,000 | (1) | Saudi Government International Bond, 3.450%, 02/02/2061 | 160,919 | 0.1 |
| | | | |
| | South Africa: 0.4% |
250,000 | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | 229,675 | 0.1 |
900,000 | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 828,688 | 0.3 |
| | | 1,058,363 | 0.4 |
| | | | |
| | Spain: 0.8% |
EUR 1,284,000 | (1) | Spain Government Bond, 1.450%, 04/30/2029 | 1,321,626 | 0.4 |
EUR 1,092,000 | (1) | Spain Government Bond, 2.700%, 10/31/2048 | 1,176,364 | 0.4 |
| | | 2,497,990 | 0.8 |
| | | | |
| | Thailand: 0.4% |
THB 1,200,000 | | Thailand Government Bond, 0.750%, 06/17/2024 | 32,033 | 0.0 |
THB 41,793,000 | | Thailand Government Bond, 2.875%, 12/17/2028 | 1,166,779 | 0.4 |
| | | 1,198,812 | 0.4 |
| | | | |
| | Turkey: 0.2% |
800,000 | | Turkey Government International Bond, 4.875%, 10/09/2026 | 657,576 | 0.2 |
| | | | |
| | Ukraine: 0.1% |
250,000 | | Ukraine Government International Bond, 7.253%, 03/15/2033 | 49,000 | 0.0 |
525,000 | | Ukraine Government International Bond, 7.375%, 09/25/2032 | 102,900 | 0.0 |
800,000 | | Ukraine Government International Bond, 7.750%, 09/01/2025 | 150,000 | 0.1 |
| | | 301,900 | 0.1 |
| | | | |
| | Uruguay: 0.0% |
75,000 | | Uruguay Government International Bond, 4.375%, 10/27/2027 | 78,145 | 0.0 |
| | | | |
| Total Sovereign Bonds | | |
| (Cost $53,164,735) | 46,837,949 | 15.4 |
| | | |
U.S. TREASURY OBLIGATIONS: 9.5% | |
| | U.S. Treasury Bonds: 0.5% |
3,600 | | 1.625%,11/15/2050 | 2,596 | 0.0 |
1,382,700 | | 2.250%,02/15/2052 | 1,166,437 | 0.4 |
458,800 | | 3.250%,05/15/2042 | 459,445 | 0.1 |
| | | 1,628,478 | 0.5 |
| | | | |
| | U.S. Treasury Notes: 9.0% |
3,565,000 | | 0.125%,05/31/2023 | 3,482,145 | 1.2 |
771,000 | | 0.250%,06/15/2024 | 733,820 | 0.2 |
322,400 | | 0.500%,11/30/2023 | 312,123 | 0.1 |
1,055,800 | | 0.875%,01/31/2024 | 1,023,631 | 0.3 |
219,700 | | 1.125%,02/15/2031 | 194,546 | 0.1 |
244,700 | | 1.250%,11/30/2026 | 230,018 | 0.1 |
1,027,800 | | 1.250%,09/30/2028 | 941,300 | 0.3 |
107,000 | | 1.500%,02/15/2025 | 103,426 | 0.0 |
439,000 | | 1.500%,01/31/2027 | 416,467 | 0.1 |
408,600 | | 1.500%,11/30/2028 | 379,376 | 0.1 |
5,000 | | 2.750%,04/30/2027 | 5,008 | 0.0 |
800,000 | | 2.750%,07/31/2027 | 801,688 | 0.3 |
1,039,600 | | 2.875%,06/15/2025 | 1,040,696 | 0.3 |
3,141,500 | | 2.875%,05/15/2032 | 3,198,194 | 1.1 |
2,435,000 | | 3.000%,06/30/2024 | 2,438,710 | 0.8 |
7,519,000 | | 3.000%,07/31/2024 | 7,533,686 | 2.5 |
1,434,500 | | 3.000%,07/15/2025 | 1,441,785 | 0.5 |
663,800 | | 3.250%,06/30/2027 | 680,473 | 0.2 |
2,271,000 | | 3.250%,06/30/2029 | 2,348,888 | 0.8 |
| | | 27,305,980 | 9.0 |
| | | | |
| Total U.S. Treasury Obligations | | |
| (Cost $29,016,891) | 28,934,458 | 9.5 |
| | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 7.1% | |
| | United States: 7.1% |
500,000 | (2) | BANK 2017-BNK4 C, 4.372%, 05/15/2050 | 467,990 | 0.2 |
6,552,821 | (2),(5) | BANK 2017-BNK5 XA, 0.947%, 06/15/2060 | 231,358 | 0.1 |
962,195 | (2),(5) | BANK 2019-BNK16 XA, 0.942%, 02/15/2052 | 45,317 | 0.0 |
280,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 217,543 | 0.1 |
1,418,909 | (2),(5) | Benchmark 2019-B9 XA Mortgage Trust, 1.035%, 03/15/2052 | 74,761 | 0.0 |
10,394,169 | (2),(5) | Benchmark 2020-B21 xa Mortgage Trust, 1.455%, 12/17/2053 | 892,841 | 0.3 |
6,450,294 | (2),(5) | Benchmark 2021-B23 XA Mortgage Trust, 1.274%, 02/15/2054 | 487,754 | 0.2 |
1,888,000 | (1) | BX Commercial Mortgage Trust 2021-IRON E, 4.349%, (US0001M + 2.350%), 02/15/2038 | 1,800,727 | 0.6 |
2,809,007 | (2),(5) | CD 2016-CD1 Mortgage Trust XA, 1.369%, 08/10/2049 | 115,547 | 0.0 |
360,000 | (1),(2) | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.430%, 08/10/2049 | 260,222 | 0.1 |
8,581,000 | (2),(5) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.836%, 08/10/2049 | 254,010 | 0.1 |
3,360,013 | (2),(5) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.076%, 10/12/2050 | 140,289 | 0.0 |
14,929,185 | (1),(2),(5) | COMM 2012-LTRT XA, 0.807%, 10/05/2030 | 337 | 0.0 |
200,000 | (1),(2) | COMM 2013-CR10 E Mortgage Trust, 4.869%, 08/10/2046 | 187,156 | 0.1 |
5,962,123 | (2),(5) | COMM 2016-CR28 XA, 0.687%, 02/10/2049 | 113,012 | 0.0 |
350,000 | (1) | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | 243,577 | 0.1 |
960,000 | (1) | CSWF 2021-SOP2 D, 4.316%, (US0001M + 2.317%), 06/15/2034 | 898,637 | 0.3 |
530,000 | (1),(2) | DBJPM 16-C3 Mortgage Trust, 3.483%, 08/10/2049 | 418,771 | 0.1 |
29,987 | (1),(9) | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | 29,731 | 0.0 |
3,503,214 | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | 527,599 | 0.2 |
7,093,198 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.882%, 11/25/2030 | 414,757 | 0.1 |
3,593,445 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.330%, 07/25/2035 | 447,775 | 0.1 |
5,549,068 | (2),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.870%, 10/25/2035 | 445,566 | 0.1 |
25,910,612 | (2),(5) | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.385%, 04/25/2030 | 589,235 | 0.2 |
4,000,000 | (1),(10) | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 2,415,821 | 0.8 |
50,982,268 | (1),(5) | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | 191,082 | 0.1 |
5,680,000 | (1),(5) | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | 27,117 | 0.0 |
557,000 | (1),(5) | GAM Resecuritization Trust 2022-FRR3 BK47, 2.038%, 01/29/2052 | 457,760 | 0.2 |
379,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 BK61, 0.830%, 01/29/2052 | 296,954 | 0.1 |
413,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 BK89, 1.290%, 01/27/2052 | 282,334 | 0.1 |
215,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 C728, 0.470%, 08/27/2050 | 188,411 | 0.1 |
220,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 CK47, 0.650%, 05/27/2048 | 185,789 | 0.1 |
266,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 CK61, 1.130%, 11/27/2049 | 195,538 | 0.1 |
186,000 | (1),(5) | GAM Resecuritization Trust 2022-FRR3 CK71, 1.411%, 01/29/2052 | 138,069 | 0.0 |
216,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 CK89, 1.560%, 01/27/2052 | 136,331 | 0.0 |
215,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 D728, 0.640%, 01/29/2052 | 177,903 | 0.1 |
291,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 DK27, 0.180%, 12/27/2045 | 278,913 | 0.1 |
173,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 DK41, 0.680%, 10/27/2047 | 145,651 | 0.0 |
220,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 DK47, 0.900%, 05/27/2048 | 174,475 | 0.1 |
72,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 EK27, 0.220%, 12/27/2045 | 68,369 | 0.0 |
116,000 | (1),(11) | GAM Resecuritization Trust 2022-FRR3 EK41, 0.770%, 01/29/2052 | 92,557 | 0.0 |
1,760,000 | (1),(2) | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.591%, 10/10/2032 | 1,723,471 | 0.6 |
4,064,945 | (2),(5) | GS Mortgage Securities Trust 2013-GC16 XA, 1.001%, 11/10/2046 | 35,316 | 0.0 |
7,569,483 | (2),(5) | GS Mortgage Securities Trust 2017-GS6 XA, 1.018%, 05/10/2050 | 302,406 | 0.1 |
600,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | 551,713 | 0.2 |
460,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | 413,644 | 0.1 |
3,794,556 | (1),(2),(5) | LSTAR Commercial Mortgage Trust 2017-5 X, 0.788%, 03/10/2050 | 83,375 | 0.0 |
1,320,000 | (1),(2) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.574%, 11/15/2045 | 1,291,353 | 0.4 |
21,550,000 | (1),(2),(5) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.428%, 12/15/2047 | 216,621 | 0.1 |
500,000 | (9) | RFM 2022-WF1, 3.750%, 05/27/2027 | 500,000 | 0.2 |
5,155,947 | (2),(5) | Wells Fargo Commercial Mortgage Trust 2020-C55 XA, 1.302%, 02/15/2053 | 378,503 | 0.1 |
630,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.230%, 03/15/2045 | 563,090 | 0.2 |
330,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C14 D, 3.958%, 06/15/2046 | 273,908 | 0.1 |
4,096,216 | (2),(5) | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.917%, 03/15/2046 | 35,399 | 0.0 |
12,563,208 | (2),(5) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 0.976%, 03/15/2047 | 127,718 | 0.0 |
300,000 | (1) | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | 259,893 | 0.1 |
| | | | |
| Total Commercial Mortgage-Backed Securities | | |
| (Cost $22,718,192) | 21,513,996 | 7.1 |
| | | |
ASSET-BACKED SECURITIES: 7.8% | |
| | United States: 7.8% |
1,650,000 | (1) | AGL CLO 11 Ltd. 2021-11A AJ, 3.862%, (US0003M + 1.350%), 04/15/2034 | 1,568,554 | 0.5 |
250,000 | (1) | AIG CLO 2021-1A C, 4.509%, (US0003M + 1.750%), 04/22/2034 | 230,161 | 0.1 |
1,550,000 | (1) | Allegro CLO IV Ltd. 2016-1A CR2, 4.512%, (US0003M + 2.000%), 01/15/2030 | 1,485,173 | 0.5 |
500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR2, 4.433%, (US0003M + 1.950%), 04/14/2029 | 486,914 | 0.2 |
400,000 | (1) | Apidos CLO XXIV 2016-24A BRR, 4.760%, (US0003M + 2.050%), 10/20/2030 | 378,091 | 0.1 |
300,000 | (1) | Ares XXVIIIR CLO Ltd. 2018-28RA A2, 4.140%, (US0003M + 1.400%), 10/17/2030 | 290,543 | 0.1 |
750,000 | (1) | Barings Clo Ltd. 2019-4A C, 5.312%, (US0003M + 2.800%), 01/15/2033 | 736,733 | 0.2 |
1,190,000 | (1) | BDS 2020-FL5 C Ltd., 4.266%, (TSFR1M + 2.050%), 02/16/2037 | 1,141,616 | 0.4 |
500,000 | (1) | BlueMountain CLO 2013-2A CR, 4.709%, (US0003M + 1.950%), 10/22/2030 | 469,570 | 0.1 |
250,000 | (1) | BlueMountain CLO Ltd. 2021-28A C, 4.512%, (US0003M + 2.000%), 04/15/2034 | 231,027 | 0.1 |
500,000 | (1) | BlueMountain CLO XXXI Ltd. 2021-31A A2, 4.138%, (US0003M + 1.400%), 04/19/2034 | 478,391 | 0.2 |
300,000 | (1) | Carlyle US Clo 2017-2A A2R Ltd., 4.310%, (US0003M + 1.600%), 07/20/2031 | 284,944 | 0.1 |
450,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 4.190%, (US0003M + 1.450%), 10/17/2034 | 429,779 | 0.1 |
750,000 | (1) | CIFC Funding 2013-IA BR Ltd., 5.140%, (US0003M + 2.400%), 07/16/2030 | 724,181 | 0.2 |
865,000 | (1) | CIFC Funding 2015-4A BR2 Ltd., 4.610%, (US0003M + 1.900%), 04/20/2034 | 803,014 | 0.3 |
377,135 | (2),(6) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.686%, 03/25/2036 | 200,287 | 0.1 |
1,000,000 | (1) | Dryden 49 Senior Loan Fund 2017-49A CR, 4.790%, (US0003M + 2.050%), 07/18/2030 | 950,771 | 0.3 |
1,000,000 | (1) | Galaxy XV CLO Ltd. 2013-15A CRR, 4.362%, (US0003M + 1.850%), 10/15/2030 | 939,850 | 0.3 |
600,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A CR, 4.460%, (US0003M + 1.750%), 04/20/2031 | 558,698 | 0.2 |
250,000 | (1) | Kayne CLO 10 Ltd. 2021-10A C, 4.533%, (US0003M + 1.750%), 04/23/2034 | 231,309 | 0.1 |
400,000 | (1) | LCM XXIV Ltd. 24A CR, 4.610%, (US0003M + 1.900%), 03/20/2030 | 372,695 | 0.1 |
500,000 | (1) | Madison Park Funding XXXI Ltd. 2018-31A C, 4.933%, (US0003M + 2.150%), 01/23/2031 | 477,580 | 0.2 |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 292,029 | 0.1 |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 290,831 | 0.1 |
1,100,000 | (1) | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 4.460%, (US0003M + 1.750%), 01/20/2031 | 1,028,152 | 0.3 |
600,000 | (1) | Neuberger Berman Loan Advisers Clo 40 Ltd. 2021-40A C, 4.490%, (US0003M + 1.750%), 04/16/2033 | 561,049 | 0.2 |
250,000 | (1) | Oak Hill Credit Partners 2021-8A C, 4.640%, (US0003M + 1.900%), 01/18/2034 | 233,124 | 0.1 |
1,000,000 | (1) | OCP CLO 2014-5 A BR Ltd., 4.566%, (US0003M + 1.800%), 04/26/2031 | 922,879 | 0.3 |
1,000,000 | (1) | Octagon Investment Partners XXI Ltd. 2014-1A BR3, 3.161%, (US0003M + 1.750%), 02/14/2031 | 926,830 | 0.3 |
1,000,000 | (1) | OHA Credit Partners VII Ltd. 2012-7A CR3, 3.278%, (US0003M + 1.800%), 02/20/2034 | 930,608 | 0.3 |
1,000,000 | (1) | Palmer Square CLO 2015-1A BR4 Ltd., 3.355%, (US0003M + 1.850%), 05/21/2034 | 932,931 | 0.3 |
1,000,000 | (1) | Recette Clo Ltd. 2015-1A CRR, 4.460%, (US0003M + 1.750%), 04/20/2034 | 902,844 | 0.3 |
650,000 | (1) | Shackleton 2019-15A CR CLO Ltd., 4.662%, (US0003M + 2.150%), 01/15/2032 | 612,518 | 0.2 |
Principal Amount† | | | Value | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: 7.9% |
| | Commercial Paper: 6.6% |
3,000,000 | | Agilent Technologies Inc., 5.130%, 08/02/2022 | 2,999,157 | 1.0 |
3,800,000 | | American Electric Power Co., 7.670%, 08/01/2022 | 3,799,202 | 1.2 |
3,500,000 | | AutoZone, 7.670%, 08/01/2022 | 3,499,265 | 1.2 |
1,500,000 | | Fiserv, Inc., 5.170%, 08/02/2022 | 1,499,575 | 0.5 |
2,900,000 | | Fiserv, Inc., 3.650%, 08/05/2022 | 2,898,551 | 1.0 |
4,000,000 | | General Mills, Inc., 5.130%, 08/02/2022 | 3,998,876 | 1.3 |
1,250,000 | | Verizon Communications, Inc., 3.200%, 08/08/2022 | 1,249,112 | 0.4 |
| | | |
| Total Commercial Paper | | |
| (Cost $19,948,330) | 19,943,738 | 6.6 |
| | | |
| | Repurchase Agreements: 0.8% |
1,000,000 | (13) | Bank of America Inc., Repurchase Agreement dated 07/29/22, 2.30%, due 08/01/22 (Repurchase Amount $1,000,189, collateralized by various U.S. Government Agency Obligations, 2.000%-4.500%, Market Value plus accrued interest $1,020,000, due 07/01/43-07/01/52) | 1,000,000 | 0.4 |
370,909 | (13) | Deutsche Bank Securities Inc., Repurchase Agreement dated 07/29/22, 2.23%, due 08/01/22 (Repurchase Amount $370,977, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $378,327, due 04/15/23-02/15/52) | 370,909 | 0.1 |
1,000,000 | (13) | RBC Dominion Securities Inc., Repurchase Agreement dated 07/29/22, 2.30%, due 08/01/22 (Repurchase Amount $1,000,189, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $1,020,000, due 08/25/22-05/20/52) | 1,000,000 | 0.3 |
| | | |
| Total Repurchase Agreements | | |
| (Cost $2,370,909) | 2,370,909 | 0.8 |
| | | |
Shares | | | Value | Percentage of Net Assets |
| | Mutual Funds: 0.5% |
1,543,000 | (14) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.870% | | |
| | (Cost $1,543,000) | 1,543,000 | 0.5 |
| | | | |
| Total Short-Term Investments | | |
| (Cost $23,862,239) | 23,857,647 | 7.9 |
| | | |
| Total Investments in Securities (Cost $378,905,315) | $ 356,117,972 | 117.4 |
| Liabilities in Excess of Other Assets | (52,670,173 | ) | (17.4) |
| Net Assets | $ 303,447,799 | | 100.0 |
The following is a summary of the fair valuations according to the inputs used as of July 31, 2022 in valuing the assets and liabilities:
At July 31, 2022, the following forward foreign currency contracts were outstanding for Voya Global Bond Fund:
USD 3,126,508 | | JPY 426,677,695 | | Goldman Sachs International | | 08/19/22 | | | (77,240 | ) |
CAD 1,627,461 | | USD 1,263,368 | | Goldman Sachs International | | 08/19/22 | | | 7,510 | |
USD 3,505,204 | | JPY 478,250,094 | | Goldman Sachs International | | 08/19/22 | | | (85,779 | ) |
JPY 259,795,604 | | USD 1,882,741 | | Goldman Sachs International | | 08/19/22 | | | 67,958 | |
CAD 3,807,184 | | USD 2,953,939 | | Goldman Sachs International | | 08/19/22 | | | 19,078 | |
USD 307,528 | | AUD 444,602 | | Goldman Sachs International | | 08/19/22 | | | (3,215 | ) |
AUD 3,796,284 | | USD 2,589,977 | | Goldman Sachs International | | 08/19/22 | | | 63,337 | |
SEK 24,039,213 | | USD 2,321,463 | | Goldman Sachs International | | 08/19/22 | | | 46,010 | |
USD 2,430,185 | | CAD 3,140,479 | | Goldman Sachs International | | 08/19/22 | | | (22,204 | ) |
AUD 470,882 | | USD 327,745 | | Goldman Sachs International | | 08/19/22 | | | 1,366 | |
JPY 32,971,232 | | USD 241,880 | | Goldman Sachs International | | 08/19/22 | | | 5,687 | |
USD 1,169,455 | | NOK 11,374,321 | | Goldman Sachs International | | 08/19/22 | | | (7,910 | ) |
CAD 3,218,018 | | USD 2,510,341 | | Goldman Sachs International | | 08/19/22 | | | 2,598 | |
USD 3,203,960 | | JPY 435,257,928 | | Goldman Sachs International | | 08/19/22 | | | (64,214 | ) |
USD 2,056,857 | | CAD 2,651,844 | | Goldman Sachs International | | 08/19/22 | | | (13,959 | ) |
IDR 4,978,638,523 | | USD 344,993 | | HSBC Bank USA N.A. | | 08/05/22 | | | (9,338 | ) |
ILS 1,073,195 | | USD 312,769 | | HSBC Bank USA N.A. | | 09/16/22 | | | 3,829 | |
USD 591,479 | | EUR 582,015 | | JPMorgan Chase Bank N.A. | | 08/19/22 | | | (4,088 | ) |
USD 535,087 | | EUR 523,933 | | JPMorgan Chase Bank N.A. | | 08/19/22 | | | (1,045 | ) |
USD 12,859 | | ZAR 217,395 | | JPMorgan Chase Bank N.A. | | 09/16/22 | | | (154 | ) |
MXN 21,106,560 | | USD 1,068,303 | | Morgan Stanley Capital Services LLC | | 08/05/22 | | | (33,513 | ) |
USD 746,542 | | COP 2,859,724,415 | | Morgan Stanley Capital Services LLC | | 08/05/22 | | | 79,854 | |
GBP 12,645,674 | | USD 15,413,225 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (7,206 | ) |
SEK 25,592,080 | | USD 2,432,106 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 88,300 | |
USD 935,482 | | NZD 1,513,000 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (16,009 | ) |
EUR 3,385,448 | | USD 3,448,557 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 15,721 | |
CHF 3,958,319 | | USD 4,059,278 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 105,230 | |
USD 3,656,812 | | EUR 3,625,086 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (52,685 | ) |
USD 3,175,990 | | GBP 2,668,624 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (75,150 | ) |
NZD 2,285,957 | | USD 1,401,399 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 36,186 | |
JPY 386,606,287 | | USD 2,824,095 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 78,773 | |
GBP 338,418 | | USD 402,733 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 9,556 | |
USD 1,883,129 | | NZD 3,057,970 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (39,958 | ) |
USD 220,315 | | CHF 213,045 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (3,828 | ) |
USD 220,980 | | GBP 183,189 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (2,196 | ) |
USD 2,898,560 | | NZD 4,627,530 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (11,586 | ) |
CHF 2,476,306 | | USD 2,575,945 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 29,352 | |
USD 1,808,415 | | GBP 1,486,163 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (2,153 | ) |
NZD 4,862,750 | | USD 3,036,083 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 21,988 | |
USD 2,788,430 | | NZD 4,515,251 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (51,107 | ) |
AUD 2,056,894 | | USD 1,436,446 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 1,167 | |
CHF 576,867 | | USD 606,186 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | 730 | |
USD 3,066,632 | | AUD 4,443,508 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (39,042 | ) |
USD 2,752,186 | | JPY 373,138,604 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (49,559 | ) |
USD 1,520,789 | | NZD 2,469,920 | | Morgan Stanley Capital Services LLC | | 08/19/22 | | | (32,486 | ) |
PLN 2,478,659 | | USD 526,822 | | Morgan Stanley Capital Services LLC | | 09/16/22 | | | 3,288 | |
CAD 7,295,581 | | USD 5,667,685 | | Standard Chartered Bank | | 08/19/22 | | | 29,409 | |
JPY 128,097,296 | | USD 945,144 | | Standard Chartered Bank | | 08/19/22 | | | 16,687 | |
SEK 26,022,551 | | USD 2,546,129 | | Standard Chartered Bank | | 08/19/22 | | | 16,671 | |
USD 1,437,962 | | JPY 195,001,559 | | Standard Chartered Bank | | 08/19/22 | | | (26,225 | ) |
USD 2,409,527 | | CAD 3,115,167 | | Standard Chartered Bank | | 08/19/22 | | | (23,096 | ) |
EUR 681,685 | | USD 696,584 | | Standard Chartered Bank | | 08/19/22 | | | 974 | |
USD 1,184,317 | | JPY 160,525,475 | | Standard Chartered Bank | | 08/19/22 | | | (21,002 | ) |
CHF 2,671,780 | | USD 2,809,336 | | State Street Bank and Trust Co. | | 08/19/22 | | | 1,617 | |
GBP 2,748,061 | | USD 3,306,443 | | State Street Bank and Trust Co. | | 08/19/22 | | | 41,474 | |
JPY 4,570,953,878 | | USD 33,814,695 | | State Street Bank and Trust Co. | | 08/19/22 | | | 506,723 | |
GBP 2,093,629 | | USD 2,484,358 | | State Street Bank and Trust Co. | | 08/19/22 | | | 66,276 | |
AUD 7,600,991 | | USD 5,249,873 | | State Street Bank and Trust Co. | | 08/19/22 | | | 62,641 | |
USD 1,908,648 | | CHF 1,836,065 | | State Street Bank and Trust Co. | | 08/19/22 | | | (23,058 | ) |
NZD 2,200,344 | | USD 1,356,771 | | State Street Bank and Trust Co. | | 08/19/22 | | | 26,974 | |
USD 53,159 | | JPY 7,281,238 | | UBS AG | | 08/19/22 | | | (1,512 | ) |
| | | | | | | | $ | (974,490 | ) |
At July 31, 2022, the following futures contracts were outstanding for Voya Global Bond Fund:
At July 31, 2022, the following centrally cleared credit default swaps were outstanding for Voya Global Bond Fund:
At July 31, 2022, the following centrally cleared interest rate swaps were outstanding for Voya Global Bond Fund:
At July 31, 2022, the following OTC volatility swaps were outstanding for Voya Global Bond Fund:
At July 31, 2022, the following OTC purchased foreign currency options were outstanding for Voya Global Bond Fund:
At July 31, 2022, the following OTC written foreign currency options were outstanding for Voya Global Bond Fund:
At July 31, 2022, the following OTC forward premium swaptions were outstanding for Voya Global Bond Fund: